+1,628.4%
MCD vs FIS
+374.5%
+1,253.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -6.0% | -2.2% | -3.8% | -5.6% |
| 3M | -5.6% | +2.1% | -7.7% | -6.4% |
| 6M | -21.9% | -14.7% | -7.2% | -19.1% |
| YTD | -14.7% | -35.7% | +21.0% | -5.3% |
| 1Y | -17.3% | -37.1% | +19.8% | -7.8% |
| 3Y | -2.2% | -20.0% | +17.9% | +0.5% |
| 5Y | +20.3% | -62.1% | +82.4% | +45.6% |
| 10Y | +180.7% | -37.4% | +218.1% | +195.6% |
| All | +1,628.4% | +374.5% | +1,253.9% | +1,003.6% |
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 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