-66.1%
FIS vs MKC
-34.7%
-31.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -9.1% | -4.3% | -4.8% | -7.9% |
| 30D | -10.4% | -3.1% | -7.3% | -9.6% |
| 3M | -3.7% | +6.8% | -10.5% | -5.5% |
| 6M | -24.8% | -18.3% | -6.4% | -20.4% |
| YTD | -41.6% | -23.1% | -18.5% | -37.4% |
| 1Y | -42.7% | -23.7% | -19.1% | -38.6% |
| 3Y | -26.2% | -31.0% | +4.8% | -18.6% |
| 5Y | -66.1% | -33.5% | -32.6% | -62.9% |
| All | -66.1% | -34.7% | -31.4% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling