+14.5%
MDB vs FIS
-37.2%
+51.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -17.4% | +1.1% | -18.5% | -18.1% |
| 30D | -2.0% | -2.2% | +0.2% | -0.8% |
| 3M | -3.0% | +2.1% | -5.2% | -5.2% |
| 6M | +48.7% | -14.7% | +63.4% | +61.6% |
| YTD | -12.1% | -35.7% | +23.6% | +4.7% |
| 1Y | +14.5% | -37.1% | +51.6% | +36.9% |
| All | +14.5% | -37.2% | +51.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling