+226.3%
FIS vs MKC
+689.9%
-463.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -5.6% |
| 7D | -3.5% | -7.3% | +3.8% | -0.3% |
| 30D | -19.4% | +4.0% | -23.4% | -21.4% |
| 3M | -31.6% | -11.5% | -20.1% | -28.6% |
| 6M | -32.5% | +1.1% | -33.6% | -33.7% |
| YTD | -56.0% | -29.9% | -26.1% | -50.0% |
| 1Y | -55.5% | -27.0% | -28.5% | -50.5% |
| 3Y | -41.3% | -22.3% | -19.0% | -37.7% |
| 5Y | -72.3% | -36.0% | -36.2% | -68.5% |
| 10Y | -55.0% | +24.2% | -79.1% | -64.4% |
| All | +226.3% | +689.9% | -463.6% | +26.8% |
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 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