+3,132.1%
MPC vs FICO
+2,312.6%
+819.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -7.1% |
| 7D | -10.9% | +0.4% | -11.3% | -11.0% |
| 30D | -9.4% | +1.7% | -11.1% | -10.7% |
| 3M | +26.0% | -33.0% | +59.0% | +37.5% |
| 6M | +56.5% | -33.9% | +90.4% | +68.0% |
| YTD | +144.3% | -58.5% | +202.8% | +201.9% |
| 1Y | +117.2% | -56.4% | +173.6% | +162.6% |
| 3Y | +176.3% | -24.7% | +201.0% | +145.0% |
| 5Y | +590.5% | +83.1% | +507.4% | +273.1% |
| 10Y | +1,183.8% | +517.2% | +666.6% | +282.1% |
| All | +3,132.1% | +2,312.6% | +819.5% | +410.6% |
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