+1,362.4%
MU vs FICO
+4.8%
+1,357.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -16.7% | +22.8% | +7.7% |
| 7D | +9.0% | -19.2% | +28.2% | +11.0% |
| 30D | +13.8% | -14.6% | +28.4% | +15.0% |
| 3M | +2.1% | -20.1% | +22.2% | +1.1% |
| 6M | +153.8% | -36.3% | +190.1% | +164.9% |
| YTD | +256.4% | -44.9% | +301.2% | +288.8% |
| 1Y | +719.8% | -38.6% | +758.4% | +736.5% |
| All | +1,362.4% | +4.8% | +1,357.6% | +1,098.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling