-41.3%
FIS vs MDY
+57.0%
-98.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.5% |
| 7D | -3.5% | +3.0% | -6.5% | -4.9% |
| 30D | -19.4% | +0.8% | -20.2% | -19.9% |
| 3M | -31.6% | -5.1% | -26.4% | -29.7% |
| 6M | -32.5% | +1.2% | -33.7% | -33.3% |
| YTD | -56.0% | +12.5% | -68.4% | -59.3% |
| 1Y | -55.5% | +13.8% | -69.3% | -59.3% |
| All | -41.3% | +57.0% | -98.3% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling