+3,101.0%
MPC vs FICO
+3,108.4%
-7.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +5.8% |
| 7D | +5.4% | -19.2% | +24.6% | +12.3% |
| 30D | +31.0% | -14.6% | +45.6% | +36.5% |
| 3M | +46.0% | -20.1% | +66.1% | +53.1% |
| 6M | +77.3% | -36.3% | +113.6% | +96.7% |
| YTD | +141.9% | -44.9% | +186.8% | +181.1% |
| 1Y | +120.9% | -38.6% | +159.5% | +142.4% |
| 3Y | +182.7% | +4.0% | +178.7% | +130.7% |
| 5Y | +646.4% | +99.5% | +546.9% | +319.9% |
| 10Y | +1,138.7% | +604.7% | +534.1% | +270.2% |
| All | +3,101.0% | +3,108.4% | -7.4% | +375.3% |
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