+1,769.2%
MCD vs FIS
+229.2%
+1,540.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +7.1% | -25.5% | +32.6% | +13.7% |
| 30D | +19.8% | -15.1% | +34.8% | +22.8% |
| 3M | +0.8% | -32.1% | +32.9% | +9.3% |
| 6M | -1.3% | -36.1% | +34.7% | +8.3% |
| YTD | -7.8% | -55.4% | +47.6% | +10.6% |
| 1Y | -5.0% | -53.9% | +48.9% | +12.9% |
| 3Y | +10.5% | -39.8% | +50.3% | +20.0% |
| 5Y | +22.0% | -71.1% | +93.1% | +55.4% |
| 10Y | +216.7% | -53.8% | +270.5% | +254.8% |
| All | +1,769.2% | +229.2% | +1,540.0% | +1,188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling