+22.6%
MCD vs FIS
-72.9%
+95.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.2% |
| 7D | -1.6% | -3.5% | +1.9% | -1.3% |
| 30D | +16.0% | -19.4% | +35.5% | +17.6% |
| 3M | 0.0% | -31.6% | +31.5% | +3.4% |
| 6M | +0.9% | -32.5% | +33.5% | +4.4% |
| YTD | -8.7% | -56.0% | +47.3% | -0.5% |
| 1Y | -8.6% | -55.5% | +47.0% | -0.5% |
| 3Y | +9.9% | -41.3% | +51.2% | +15.0% |
| 5Y | +22.6% | -72.3% | +94.9% | +43.6% |
| All | +22.6% | -72.9% | +95.6% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling