-62.0%
FISV vs MTB
+24.6%
-86.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | 0.0% | -4.8% | +4.8% | +2.7% |
| 3M | -2.8% | +6.0% | -8.7% | -5.5% |
| 6M | -11.8% | +19.6% | -31.4% | -19.6% |
| YTD | -23.2% | +21.5% | -44.7% | -31.3% |
| 1Y | -62.0% | +24.7% | -86.7% | -66.9% |
| All | -62.0% | +24.6% | -86.6% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling