-0.3%
MDT vs FICO
+88.0%
-88.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -3.2% | +4.0% | -7.2% | -3.6% |
| 30D | +10.5% | -1.5% | +12.0% | +10.5% |
| 3M | +13.0% | -29.8% | +42.8% | +16.0% |
| 6M | +38.7% | -33.3% | +71.9% | +42.8% |
| YTD | +8.5% | -56.9% | +65.4% | +16.8% |
| 1Y | +10.0% | -59.5% | +69.5% | +19.3% |
| 3Y | +58.6% | -26.9% | +85.5% | +52.3% |
| 5Y | -0.3% | +92.9% | -93.2% | -21.1% |
| All | -0.3% | +88.0% | -88.2% | -21.1% |
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 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