+9.7%
MCD vs FIS
-37.3%
+47.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.3% | -3.2% |
| 7D | -1.9% | +1.5% | -3.4% | -2.1% |
| 30D | +16.6% | -11.8% | +28.4% | +16.2% |
| 3M | +0.9% | -28.5% | +29.5% | +3.9% |
| 6M | +1.5% | -27.0% | +28.5% | +3.8% |
| YTD | -8.3% | -53.1% | +44.8% | -0.3% |
| 1Y | -8.1% | -52.8% | +44.6% | -0.2% |
| All | +9.7% | -37.3% | +47.1% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling