+1,079.5%
MPC vs FICO
+512.2%
+567.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -16.2% | -0.9% | -15.2% | -15.9% |
| 30D | -15.7% | +3.3% | -19.1% | -17.2% |
| 3M | +24.9% | -31.7% | +56.6% | +34.5% |
| 6M | +52.7% | -34.0% | +86.6% | +62.5% |
| YTD | +131.9% | -58.3% | +190.2% | +181.2% |
| 1Y | +96.6% | -57.9% | +154.6% | +137.1% |
| 3Y | +163.8% | -24.1% | +187.8% | +130.3% |
| 5Y | +533.1% | +85.3% | +447.8% | +227.6% |
| All | +1,079.5% | +512.2% | +567.2% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling