-57.6%
FISV vs MKC
-31.4%
-26.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | 0.0% | -3.1% | +3.2% | +1.0% |
| 3M | -2.8% | +5.2% | -8.0% | -4.2% |
| 6M | -11.8% | -12.8% | +1.0% | -8.5% |
| YTD | -23.2% | -23.3% | +0.1% | -17.7% |
| 1Y | -62.0% | -24.1% | -37.9% | -59.0% |
| 3Y | -57.6% | -32.1% | -25.5% | -53.5% |
| All | -57.6% | -31.4% | -26.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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