-3.9%
MCD vs FIS
-50.5%
+46.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -23.7% | +30.2% | +7.4% |
| 7D | +11.9% | -18.4% | +30.3% | +11.4% |
| 30D | +20.2% | -11.4% | +31.6% | +18.2% |
| 3M | +5.2% | -32.0% | +37.2% | +7.5% |
| 6M | 0.0% | -35.6% | +35.6% | +2.0% |
| YTD | -6.5% | -53.8% | +47.3% | -0.1% |
| 1Y | -3.9% | -51.1% | +47.1% | +0.9% |
| All | -3.9% | -50.5% | +46.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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