+8,481.6%
MCK vs FICO
+12,786.5%
-4,304.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | +12.0% | -0.8% | +12.8% | +11.8% |
| 3M | +22.7% | -31.3% | +54.0% | +28.2% |
| 6M | +46.9% | -33.9% | +80.9% | +53.7% |
| YTD | +31.7% | -57.6% | +89.3% | +46.7% |
| 1Y | +28.6% | -59.7% | +88.3% | +44.5% |
| 3Y | +132.6% | -28.0% | +160.6% | +128.6% |
| 5Y | +391.6% | +91.0% | +300.6% | +290.8% |
| 10Y | +712.5% | +529.4% | +183.1% | +407.9% |
| All | +8,481.6% | +12,786.5% | -4,304.9% | +3,587.4% |
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