+104.9%
MMM vs FICO
+4.8%
+100.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +2.0% |
| 7D | -3.3% | -19.2% | +15.9% | -1.1% |
| 30D | -7.0% | -14.6% | +7.6% | -5.6% |
| 3M | +10.8% | -20.1% | +30.9% | +12.8% |
| 6M | +5.8% | -36.3% | +42.1% | +10.6% |
| YTD | +6.8% | -44.9% | +51.6% | +14.0% |
| 1Y | +10.4% | -38.6% | +49.0% | +15.0% |
| All | +104.9% | +4.8% | +100.1% | +118.3% |
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