-40.6%
FIS vs MDLN
-7.1%
-33.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.9% | -11.1% | +3.2% | -4.9% |
| 30D | -8.0% | -8.4% | +0.4% | -5.8% |
| 3M | +0.6% | -12.4% | +13.0% | +4.5% |
| 6M | -22.2% | -23.3% | +1.1% | -16.7% |
| YTD | -40.8% | -22.5% | -18.2% | -36.4% |
| All | -40.6% | -7.1% | -33.6% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling