-66.1%
FIS vs MDY
+45.8%
-112.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.4% | -2.6% |
| 7D | -9.1% | -0.8% | -8.3% | -8.5% |
| 30D | -10.4% | -3.9% | -6.6% | -7.7% |
| 3M | -3.7% | 0.0% | -3.6% | -3.9% |
| 6M | -24.8% | +8.5% | -33.3% | -30.1% |
| YTD | -41.6% | +13.2% | -54.8% | -47.6% |
| 1Y | -42.7% | +15.0% | -57.8% | -49.5% |
| 3Y | -26.2% | +49.6% | -75.8% | -49.7% |
| 5Y | -66.1% | +46.0% | -112.1% | -77.1% |
| All | -66.1% | +45.8% | -112.0% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling