-57.7%
FISV vs MDB
-24.3%
-33.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -6.4% | -4.5% | -1.9% | -5.9% |
| 30D | -6.8% | -14.0% | +7.2% | -5.5% |
| 3M | -10.0% | +5.3% | -15.3% | -10.8% |
| 6M | -20.6% | +31.9% | -52.5% | -23.5% |
| YTD | -27.6% | -14.6% | -13.0% | -27.6% |
| 1Y | -64.3% | +8.2% | -72.6% | -65.3% |
| 3Y | -60.0% | -5.0% | -55.0% | -62.0% |
| 5Y | -57.7% | -24.5% | -33.2% | -61.9% |
| All | -57.7% | -24.3% | -33.4% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling