+130.2%
MP vs FICO
-24.7%
+154.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.9% | -4.9% |
| 7D | -12.5% | +0.4% | -13.0% | -12.6% |
| 30D | -23.3% | +1.7% | -25.0% | -23.4% |
| 3M | -24.4% | -33.0% | +8.7% | -22.8% |
| 6M | -45.8% | -33.9% | -11.9% | -45.9% |
| YTD | -28.9% | -58.5% | +29.6% | -22.7% |
| 1Y | -34.6% | -56.4% | +21.8% | -29.8% |
| All | +130.2% | -24.7% | +154.8% | +112.9% |
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