+237.4%
MP vs FICO
+67.7%
+169.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -7.0% | -6.2% |
| 7D | -19.0% | -0.3% | -18.7% | -18.9% |
| 30D | -30.5% | +1.7% | -32.2% | -31.2% |
| 3M | -29.6% | -35.2% | +5.6% | -23.8% |
| 6M | -50.4% | -33.7% | -16.8% | -48.6% |
| YTD | -33.2% | -58.2% | +24.9% | -20.7% |
| 1Y | -38.6% | -56.6% | +18.0% | -28.2% |
| 3Y | +105.5% | -24.0% | +129.5% | +73.6% |
| 5Y | -7.8% | +86.1% | -93.9% | -51.5% |
| All | +237.4% | +67.7% | +169.7% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling