-23.3%
FISV vs MDB
+1,032.9%
-1,056.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | 0.0% |
| 7D | -7.2% | -2.8% | -4.5% | -6.9% |
| 30D | -7.2% | -14.9% | +7.7% | -5.4% |
| 3M | -8.2% | +7.3% | -15.5% | -9.6% |
| 6M | -17.7% | +38.2% | -55.9% | -21.9% |
| YTD | -27.2% | -10.9% | -16.2% | -27.5% |
| 1Y | -63.0% | +11.6% | -74.6% | -64.4% |
| 3Y | -59.8% | -0.9% | -58.9% | -62.6% |
| 5Y | -55.8% | -23.5% | -32.3% | -60.6% |
| All | -23.3% | +1,032.9% | -1,056.2% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling