+189.8%
MU vs FICO
-58.2%
+248.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.0% |
| 7D | -22.0% | -0.9% | -21.1% | -22.1% |
| 30D | -36.6% | +3.3% | -39.9% | -35.8% |
| 3M | -21.7% | -31.7% | +10.0% | -27.1% |
| 6M | +3.5% | -34.0% | +37.5% | -7.3% |
| YTD | +141.9% | -58.3% | +200.3% | +110.6% |
| 1Y | +189.8% | -57.9% | +247.8% | +150.2% |
| All | +189.8% | -58.2% | +248.0% | +150.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling