+1,315.7%
MU vs FICO
+99.8%
+1,215.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -16.7% | +22.8% | +9.4% |
| 7D | +9.0% | -19.2% | +28.2% | +13.1% |
| 30D | +13.8% | -14.6% | +28.4% | +16.5% |
| 3M | +2.1% | -20.1% | +22.2% | +2.7% |
| 6M | +153.8% | -36.3% | +190.1% | +170.0% |
| YTD | +256.4% | -44.9% | +301.2% | +296.4% |
| 1Y | +719.8% | -38.6% | +758.4% | +756.1% |
| 3Y | +1,360.4% | +4.0% | +1,356.4% | +1,107.1% |
| All | +1,315.7% | +99.8% | +1,215.9% | +798.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling