+590.5%
MPC vs FICO
+81.8%
+508.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -7.8% |
| 7D | -10.9% | +0.4% | -11.3% | -10.9% |
| 30D | -9.4% | +1.7% | -11.1% | -9.8% |
| 3M | +26.0% | -33.0% | +59.0% | +28.9% |
| 6M | +56.5% | -33.9% | +90.4% | +59.2% |
| YTD | +144.3% | -58.5% | +202.8% | +160.8% |
| 1Y | +117.2% | -56.4% | +173.6% | +130.3% |
| 3Y | +176.3% | -24.7% | +201.0% | +168.7% |
| 5Y | +590.5% | +83.1% | +507.4% | +464.9% |
| All | +590.5% | +81.8% | +508.7% | +464.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling