-55.8%
FISV vs MTB
+101.1%
-156.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -7.2% | -0.4% | -6.8% | -7.1% |
| 30D | -7.2% | -4.6% | -2.6% | -5.7% |
| 3M | -8.2% | +7.4% | -15.6% | -10.2% |
| 6M | -17.7% | +18.7% | -36.4% | -22.2% |
| YTD | -27.2% | +21.1% | -48.2% | -31.7% |
| 1Y | -63.0% | +24.1% | -87.0% | -65.6% |
| 3Y | -59.8% | +115.3% | -175.1% | -68.9% |
| 5Y | -55.8% | +106.0% | -161.8% | -66.9% |
| All | -55.8% | +101.1% | -156.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling