+849.8%
MDB vs FICO
+382.4%
+467.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.2% | -7.7% |
| 7D | -20.9% | -0.3% | -20.6% | -20.9% |
| 30D | -15.6% | +1.7% | -17.3% | -18.5% |
| 3M | -19.1% | -35.2% | +16.1% | -3.5% |
| 6M | +14.2% | -33.7% | +47.9% | +29.7% |
| YTD | -27.4% | -58.2% | +30.7% | +6.8% |
| 1Y | -13.0% | -56.6% | +43.5% | +24.0% |
| 3Y | -11.2% | -24.0% | +12.7% | -26.2% |
| 5Y | -45.2% | +86.1% | -131.2% | -77.3% |
| All | +849.8% | +382.4% | +467.4% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling