-3.7%
FISV vs MDB
-8.5%
+4.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.5% |
| 7D | +29.6% | -16.5% | +46.2% | +32.3% |
| 30D | +34.5% | -8.6% | +43.1% | +35.1% |
| 3M | +11.2% | -13.6% | +24.8% | +11.8% |
| 6M | -1.2% | +24.1% | -25.3% | -6.8% |
| YTD | -7.6% | -21.8% | +14.1% | -9.4% |
| 1Y | -3.7% | -7.7% | +4.0% | -6.4% |
| All | -3.7% | -8.5% | +4.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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