-12.1%
MDB vs FICO
-58.2%
+46.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -11.4% | -0.9% | -10.4% | -11.3% |
| 30D | -13.8% | +3.3% | -17.2% | -15.2% |
| 3M | -15.5% | -31.7% | +16.3% | -9.3% |
| 6M | +17.9% | -34.0% | +51.9% | +25.3% |
| YTD | -25.5% | -58.3% | +32.9% | -13.4% |
| 1Y | -12.1% | -57.9% | +45.8% | +1.6% |
| All | -12.1% | -58.2% | +46.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling