+3,144.9%
MMM vs FICO
+78,963.7%
-75,818.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +5.9% | -0.3% | +6.1% | +5.9% |
| 30D | +14.7% | +1.7% | +13.0% | +14.1% |
| 3M | +3.6% | -35.2% | +38.8% | +8.1% |
| 6M | +32.7% | -33.7% | +66.4% | +37.3% |
| YTD | +18.9% | -58.2% | +77.1% | +29.8% |
| 1Y | +16.4% | -56.6% | +73.0% | +26.3% |
| 3Y | +159.8% | -24.0% | +183.8% | +157.4% |
| 5Y | +47.2% | +86.1% | -38.9% | +27.1% |
| 10Y | +86.5% | +522.8% | -436.3% | +36.1% |
| All | +3,144.9% | +78,963.7% | -75,818.8% | +1,747.4% |
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