+120.9%
MPC vs FICO
-39.1%
+160.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +0.4% |
| 7D | +5.4% | -19.2% | +24.6% | +5.6% |
| 30D | +31.0% | -14.6% | +45.6% | +31.1% |
| 3M | +46.0% | -20.1% | +66.1% | +45.8% |
| 6M | +77.3% | -36.3% | +113.6% | +80.2% |
| YTD | +141.9% | -44.9% | +186.8% | +148.5% |
| 1Y | +120.9% | -38.6% | +159.5% | +126.8% |
| All | +120.9% | -39.1% | +160.0% | +126.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling