-53.7%
FIS vs MDLN
+15.3%
-69.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +18.4% | -42.0% | -23.9% |
| 7D | -18.4% | +24.7% | -43.1% | -19.8% |
| 30D | -11.4% | +12.7% | -24.1% | -10.5% |
| 3M | -32.0% | -4.0% | -28.0% | -28.5% |
| 6M | -35.6% | -8.7% | -26.9% | -31.7% |
| YTD | -53.8% | -3.9% | -49.9% | -51.2% |
| All | -53.7% | +15.3% | -69.0% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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