+0.2%
FISV vs MDB
+924.6%
-924.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | +3.0% | +3.0% | 0.0% | +2.5% |
| 30D | +38.8% | -11.3% | +50.1% | +40.2% |
| 3M | +21.2% | -23.0% | +44.2% | +24.0% |
| 6M | +17.5% | +14.8% | +2.7% | +13.3% |
| YTD | -4.9% | -19.4% | +14.6% | -5.0% |
| 1Y | -0.6% | -9.0% | +8.4% | -2.5% |
| 3Y | -47.4% | -10.3% | -37.1% | -50.8% |
| 5Y | -36.0% | -38.4% | +2.3% | -41.5% |
| All | +0.2% | +924.6% | -924.4% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling