+376.5%
FIS vs MKC
+777.1%
-400.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +1.1% | -5.9% | +7.0% | +3.8% |
| 30D | -2.2% | -0.9% | -1.3% | -1.9% |
| 3M | +2.1% | +12.7% | -10.6% | -3.3% |
| 6M | -14.7% | -19.3% | +4.6% | -7.1% |
| YTD | -35.7% | -22.2% | -13.5% | -29.6% |
| 1Y | -37.1% | -23.3% | -13.7% | -30.8% |
| 3Y | -20.0% | -30.0% | +10.0% | -9.9% |
| 5Y | -62.1% | -33.8% | -28.4% | -57.1% |
| 10Y | -37.4% | +24.4% | -61.8% | -49.8% |
| All | +376.5% | +777.1% | -400.6% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling