-47.7%
FISV vs MP
+450.8%
-498.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -0.3% | -2.9% | +2.5% | -0.2% |
| 30D | -2.1% | +13.8% | -15.9% | -2.6% |
| 3M | -5.7% | -16.7% | +11.0% | -5.2% |
| 6M | -15.3% | -11.5% | -3.8% | -15.3% |
| YTD | -21.1% | +7.9% | -29.0% | -22.0% |
| 1Y | -61.1% | -15.0% | -46.0% | -61.3% |
| 3Y | -56.8% | +153.5% | -210.4% | -61.2% |
| 5Y | -54.2% | +58.7% | -112.8% | -57.8% |
| All | -47.7% | +450.8% | -498.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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