+68,550.7%
MU vs FICO
+78,963.7%
-10,413.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.9% | -18.4% | -17.7% |
| 7D | -29.7% | -0.3% | -29.5% | -29.7% |
| 30D | -37.2% | +1.7% | -38.9% | -38.1% |
| 3M | -26.5% | -35.2% | +8.7% | -20.8% |
| 6M | +2.6% | -33.7% | +36.2% | +6.4% |
| YTD | +130.1% | -58.2% | +188.3% | +165.7% |
| 1Y | +176.7% | -56.6% | +233.3% | +215.5% |
| 3Y | +813.1% | -24.0% | +837.1% | +770.9% |
| 5Y | +822.0% | +86.1% | +735.9% | +571.6% |
| 10Y | +3,936.2% | +522.8% | +3,413.4% | +2,103.6% |
| All | +68,550.7% | +78,963.7% | -10,413.0% | +27,404.8% |
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