+7,134.6%
MCK vs FICO
+16,646.5%
-9,511.9%
-82.8%
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% | +1.3% |
| 7D | +1.7% | -19.2% | +20.9% | +5.1% |
| 30D | +3.6% | -14.6% | +18.2% | +5.8% |
| 3M | +20.1% | -20.1% | +40.2% | +23.6% |
| 6M | -7.0% | -36.3% | +29.3% | -1.5% |
| YTD | +11.0% | -44.9% | +55.9% | +20.1% |
| 1Y | +31.8% | -38.6% | +70.5% | +38.9% |
| 3Y | +123.1% | +4.0% | +119.2% | +108.5% |
| 5Y | +351.7% | +99.5% | +252.1% | +262.9% |
| 10Y | +435.4% | +604.7% | -169.3% | +233.1% |
| All | +7,134.6% | +16,646.5% | -9,511.9% | +2,916.8% |
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