-51.1%
FIS vs MDY
+17.5%
-68.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.6% | -24.3% | -23.8% |
| 7D | -18.4% | +1.7% | -20.1% | -18.7% |
| 30D | -11.4% | +1.2% | -12.6% | -11.6% |
| 3M | -32.0% | -3.5% | -28.5% | -31.5% |
| 6M | -35.6% | +3.5% | -39.1% | -36.5% |
| YTD | -53.8% | +13.6% | -67.4% | -56.2% |
| 1Y | -51.1% | +17.1% | -68.1% | -54.4% |
| All | -51.1% | +17.5% | -68.6% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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