+3,005.7%
MPC vs FICO
+2,334.5%
+671.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.2% |
| 7D | -12.8% | -0.3% | -12.5% | -12.7% |
| 30D | -12.7% | +1.7% | -14.4% | -14.0% |
| 3M | +27.1% | -35.2% | +62.3% | +40.4% |
| 6M | +45.8% | -33.7% | +79.4% | +56.3% |
| YTD | +134.7% | -58.2% | +192.9% | +189.2% |
| 1Y | +106.0% | -56.6% | +162.6% | +149.7% |
| 3Y | +165.5% | -24.0% | +189.5% | +134.7% |
| 5Y | +540.9% | +86.1% | +454.8% | +244.1% |
| 10Y | +1,133.6% | +522.8% | +610.8% | +266.1% |
| All | +3,005.7% | +2,334.5% | +671.1% | +389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling