+22.6%
MCD vs FICO
+84.1%
-61.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +8.0% | -0.3% | +8.3% | +8.0% |
| 30D | +19.6% | +1.7% | +17.9% | +19.2% |
| 3M | +2.2% | -35.2% | +37.4% | +5.4% |
| 6M | -1.1% | -33.7% | +32.5% | +1.4% |
| YTD | -7.2% | -58.2% | +50.9% | -1.1% |
| 1Y | -6.7% | -56.6% | +49.9% | -0.9% |
| 3Y | +11.6% | -24.0% | +35.6% | +9.5% |
| 5Y | +22.6% | +86.1% | -63.4% | +6.2% |
| All | +22.6% | +84.1% | -61.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling