-26.5%
FIS vs MKC
-31.2%
+4.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -9.1% | -4.3% | -4.8% | -8.0% |
| 30D | -10.4% | -3.1% | -7.3% | -9.7% |
| 3M | -3.7% | +6.8% | -10.5% | -5.2% |
| 6M | -24.8% | -18.3% | -6.4% | -21.0% |
| YTD | -41.6% | -23.1% | -18.5% | -37.9% |
| 1Y | -42.7% | -23.7% | -19.1% | -39.1% |
| All | -26.5% | -31.2% | +4.7% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling