+8,972.9%
MDT vs FICO
+78,963.7%
-69,990.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +8.0% | -0.3% | +8.2% | +8.0% |
| 30D | +20.4% | +1.7% | +18.7% | +19.8% |
| 3M | +22.9% | -35.2% | +58.1% | +28.6% |
| 6M | +37.1% | -33.7% | +70.8% | +42.3% |
| YTD | +11.9% | -58.2% | +70.1% | +22.6% |
| 1Y | +19.8% | -56.6% | +76.4% | +30.5% |
| 3Y | +59.4% | -24.0% | +83.4% | +56.9% |
| 5Y | 0.0% | +86.1% | -86.0% | -14.7% |
| 10Y | +66.2% | +522.8% | -456.6% | +21.1% |
| All | +8,972.9% | +78,963.7% | -69,990.8% | +4,747.0% |
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