+61.8%
MDT vs FICO
-19.7%
+81.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +0.8% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +16.2% | +8.4% | +7.8% | +15.3% |
| 3M | +18.9% | -30.5% | +49.4% | +21.0% |
| 6M | +37.3% | -35.7% | +73.0% | +40.5% |
| YTD | +9.7% | -57.2% | +66.9% | +15.0% |
| 1Y | +15.2% | -58.4% | +73.6% | +20.9% |
| 3Y | +61.8% | -24.8% | +86.6% | +61.5% |
| All | +61.8% | -19.7% | +81.5% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling