-0.7%
MDLN vs FICO
-59.6%
+58.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.6% |
| 7D | +21.1% | -0.1% | +21.1% | +21.0% |
| 30D | +12.3% | +8.4% | +3.9% | +11.8% |
| 3M | +15.6% | -30.5% | +46.1% | +17.2% |
| 6M | +3.0% | -35.7% | +38.7% | +5.7% |
| YTD | -3.1% | -57.2% | +54.1% | -6.9% |
| All | -0.7% | -59.6% | +58.9% | -6.2% |
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