0.0%
MCD vs FICO
-33.3%
+33.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.8% | +6.8% |
| 7D | +11.9% | +0.4% | +11.5% | +11.8% |
| 30D | +20.2% | +1.7% | +18.6% | +19.8% |
| 3M | +5.2% | -33.0% | +38.2% | +8.1% |
| 6M | 0.0% | -33.9% | +33.9% | +3.0% |
| All | 0.0% | -33.3% | +33.3% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling