-3.1%
MP vs FICO
+81.8%
-84.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.9% | -4.5% |
| 7D | -12.5% | +0.4% | -13.0% | -12.6% |
| 30D | -23.3% | +1.7% | -25.0% | -24.0% |
| 3M | -24.4% | -33.0% | +8.7% | -19.6% |
| 6M | -45.8% | -33.9% | -11.9% | -44.2% |
| YTD | -28.9% | -58.5% | +29.6% | -16.6% |
| 1Y | -34.6% | -56.4% | +21.8% | -24.8% |
| 3Y | +118.7% | -24.7% | +143.4% | +82.2% |
| 5Y | -3.1% | +83.1% | -86.2% | -49.1% |
| All | -3.1% | +81.8% | -84.8% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling