+5,979.9%
MCD vs FICO
+104,095.6%
-98,115.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.7% | +15.2% | +0.2% |
| 7D | -2.8% | -19.2% | +16.4% | -0.8% |
| 30D | -6.0% | -14.6% | +8.6% | -4.7% |
| 3M | -5.6% | -20.1% | +14.5% | -3.9% |
| 6M | -21.9% | -36.3% | +14.5% | -19.0% |
| YTD | -14.7% | -44.9% | +30.2% | -10.4% |
| 1Y | -17.3% | -38.6% | +21.4% | -14.4% |
| 3Y | -2.2% | +4.0% | -6.1% | -5.4% |
| 5Y | +20.3% | +99.5% | -79.2% | +7.1% |
| 10Y | +180.7% | +604.7% | -424.0% | +122.2% |
| All | +5,979.9% | +104,095.6% | -98,115.6% | +3,524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling