+57.9%
MDT vs FICO
+512.2%
-454.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +5.4% | -0.9% | +6.4% | +5.6% |
| 30D | +19.1% | +3.3% | +15.7% | +17.7% |
| 3M | +19.5% | -31.7% | +51.2% | +26.7% |
| 6M | +33.5% | -34.0% | +67.4% | +41.2% |
| YTD | +8.7% | -58.3% | +67.0% | +26.3% |
| 1Y | +16.8% | -57.9% | +74.7% | +35.2% |
| 3Y | +53.0% | -24.1% | +77.0% | +40.9% |
| 5Y | -2.9% | +85.3% | -88.2% | -36.4% |
| All | +57.9% | +512.2% | -454.3% | -29.1% |
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