+954.3%
MDB vs FIS
-61.9%
+1,016.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -4.9% | -1.7% |
| 7D | +3.0% | +1.5% | +1.5% | +2.0% |
| 30D | -11.3% | -11.8% | +0.5% | -9.0% |
| 3M | -23.0% | -28.5% | +5.5% | -11.0% |
| 6M | +14.8% | -27.0% | +41.8% | +30.6% |
| YTD | -19.4% | -53.1% | +33.7% | +17.5% |
| 1Y | -9.0% | -52.8% | +43.8% | +32.2% |
| 3Y | -10.3% | -37.5% | +27.2% | +3.1% |
| 5Y | -38.4% | -71.1% | +32.7% | +14.8% |
| All | +954.3% | -61.9% | +1,016.2% | +1,220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling