-60.0%
FISV vs MDB
-6.2%
-53.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -6.4% | -4.5% | -1.9% | -6.0% |
| 30D | -6.8% | -14.0% | +7.2% | -5.6% |
| 3M | -10.0% | +5.3% | -15.3% | -10.7% |
| 6M | -20.6% | +31.9% | -52.5% | -23.0% |
| YTD | -27.6% | -14.6% | -13.0% | -27.9% |
| 1Y | -64.3% | +8.2% | -72.6% | -65.1% |
| All | -60.0% | -6.2% | -53.8% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling