+177.9%
MPC vs FICO
-24.7%
+202.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -7.9% |
| 7D | -10.9% | +0.4% | -11.3% | -10.9% |
| 30D | -9.4% | +1.7% | -11.1% | -9.7% |
| 3M | +26.0% | -33.0% | +59.0% | +27.6% |
| 6M | +56.5% | -33.9% | +90.4% | +57.7% |
| YTD | +144.3% | -58.5% | +202.8% | +156.8% |
| 1Y | +117.2% | -56.4% | +173.6% | +126.9% |
| All | +177.9% | -24.7% | +202.5% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling