-51.1%
FIS vs MKC
-18.2%
-32.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.4% | -29.1% | -23.8% |
| 7D | -18.4% | +9.6% | -28.0% | -19.0% |
| 30D | -11.4% | +12.0% | -23.4% | -12.2% |
| 3M | -32.0% | -2.0% | -30.0% | -31.6% |
| 6M | -35.6% | +7.2% | -42.8% | -35.2% |
| YTD | -53.8% | -23.7% | -30.0% | -54.7% |
| 1Y | -51.1% | -18.3% | -32.8% | -52.8% |
| All | -51.1% | -18.2% | -32.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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