+213.3%
MCD vs FIS
-55.6%
+268.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -27.4% | +34.7% | +14.6% |
| 30D | +20.0% | -16.8% | +36.8% | +23.3% |
| 3M | +3.8% | -32.6% | +36.5% | +12.9% |
| 6M | +3.8% | -33.4% | +37.2% | +12.8% |
| YTD | -5.9% | -56.0% | +50.2% | +14.4% |
| 1Y | -3.2% | -55.1% | +51.9% | +16.8% |
| 3Y | +13.3% | -41.4% | +54.7% | +22.9% |
| 5Y | +25.2% | -72.7% | +97.9% | +72.1% |
| 10Y | +213.3% | -55.5% | +268.8% | +284.5% |
| All | +213.3% | -55.6% | +268.9% | +284.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling