+226.3%
FIS vs MDY
+882.5%
-656.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.2% |
| 7D | -3.5% | +3.0% | -6.5% | -5.8% |
| 30D | -19.4% | +0.8% | -20.2% | -20.2% |
| 3M | -31.6% | -5.1% | -26.4% | -28.9% |
| 6M | -32.5% | +1.2% | -33.7% | -33.7% |
| YTD | -56.0% | +12.5% | -68.4% | -60.5% |
| 1Y | -55.5% | +13.8% | -69.3% | -60.5% |
| 3Y | -41.3% | +56.4% | -97.8% | -60.4% |
| 5Y | -72.3% | +35.3% | -107.6% | -78.9% |
| 10Y | -55.0% | +167.7% | -222.7% | -80.7% |
| All | +226.3% | +882.5% | -656.2% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling