-3.3%
MDLN vs FICO
-60.6%
+57.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +23.4% | -0.9% | +24.4% | +23.4% |
| 30D | +11.8% | +3.3% | +8.5% | +11.6% |
| 3M | +14.9% | -31.7% | +46.6% | +16.5% |
| 6M | -5.6% | -34.0% | +28.3% | -3.3% |
| YTD | -5.6% | -58.3% | +52.7% | -9.3% |
| All | -3.3% | -60.6% | +57.3% | -8.6% |
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 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