+56.5%
MPC vs FICO
-33.3%
+89.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -8.0% |
| 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% | +24.8% |
| 6M | +56.5% | -33.9% | +90.4% | +51.8% |
| All | +56.5% | -33.3% | +89.8% | +51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling