-2.9%
MDT vs FICO
+81.4%
-84.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | +5.4% | -0.9% | +6.4% | +5.5% |
| 30D | +19.1% | +3.3% | +15.7% | +18.4% |
| 3M | +19.5% | -31.7% | +51.2% | +23.1% |
| 6M | +33.5% | -34.0% | +67.4% | +37.6% |
| YTD | +8.7% | -58.3% | +67.0% | +17.5% |
| 1Y | +16.8% | -57.9% | +74.7% | +26.0% |
| 3Y | +53.0% | -24.1% | +77.0% | +45.6% |
| All | -2.9% | +81.4% | -84.3% | -21.9% |
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