-16.9%
FISV vs MDB
+1,017.4%
-1,034.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.0% |
| 7D | -0.3% | -17.4% | +17.1% | +2.0% |
| 30D | -2.1% | -2.0% | 0.0% | -2.1% |
| 3M | -5.7% | -3.0% | -2.7% | -6.0% |
| 6M | -15.3% | +48.7% | -64.0% | -20.4% |
| YTD | -21.1% | -12.1% | -9.0% | -21.3% |
| 1Y | -61.1% | +14.5% | -75.6% | -62.7% |
| 3Y | -56.8% | -6.1% | -50.7% | -59.6% |
| 5Y | -54.2% | -27.3% | -26.8% | -58.9% |
| All | -16.9% | +1,017.4% | -1,034.3% | -56.4% |
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