+445.3%
MP vs FICO
+121.1%
+324.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -16.7% | +18.1% | +5.5% |
| 7D | -2.9% | -19.2% | +16.3% | +1.9% |
| 30D | +13.8% | -14.6% | +28.4% | +17.5% |
| 3M | -16.7% | -20.1% | +3.4% | -14.9% |
| 6M | -11.5% | -36.3% | +24.8% | -4.1% |
| YTD | +7.9% | -44.9% | +52.8% | +22.3% |
| 1Y | -15.0% | -38.6% | +23.6% | -8.7% |
| 3Y | +153.5% | +4.0% | +149.5% | +99.4% |
| 5Y | +58.7% | +99.5% | -40.9% | -12.3% |
| All | +445.3% | +121.1% | +324.2% | +192.3% |
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 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