+259.1%
MP vs FICO
+66.2%
+192.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.9% | -4.4% |
| 7D | -12.5% | +0.4% | -13.0% | -12.6% |
| 30D | -23.3% | +1.7% | -25.0% | -24.1% |
| 3M | -24.4% | -33.0% | +8.7% | -18.9% |
| 6M | -45.8% | -33.9% | -11.9% | -43.8% |
| YTD | -28.9% | -58.5% | +29.6% | -15.5% |
| 1Y | -34.6% | -56.4% | +21.8% | -23.8% |
| 3Y | +118.7% | -24.7% | +143.4% | +85.1% |
| 5Y | -3.1% | +83.1% | -86.2% | -48.7% |
| All | +259.1% | +66.2% | +192.9% | +102.1% |
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 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