-45.2%
MDB vs FICO
+81.4%
-126.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | -11.4% | -0.9% | -10.4% | -11.1% |
| 30D | -13.8% | +3.3% | -17.2% | -16.9% |
| 3M | -15.5% | -31.7% | +16.3% | -3.9% |
| 6M | +17.9% | -34.0% | +51.9% | +32.2% |
| YTD | -25.5% | -58.3% | +32.9% | +6.0% |
| 1Y | -12.1% | -57.9% | +45.8% | +23.5% |
| 3Y | -5.9% | -24.1% | +18.2% | -27.7% |
| All | -45.2% | +81.4% | -126.7% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling