+10.1%
MDB vs FIS
-40.6%
+50.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.4% | -0.1% |
| 7D | -18.0% | -3.5% | -14.6% | -16.6% |
| 30D | -10.7% | -7.8% | -2.9% | -6.5% |
| 3M | +1.0% | +0.8% | +0.1% | -1.1% |
| 6M | +31.6% | -21.9% | +53.5% | +50.3% |
| YTD | -15.2% | -39.5% | +24.3% | +4.7% |
| 1Y | +10.1% | -41.0% | +51.1% | +36.2% |
| All | +10.1% | -40.6% | +50.7% | +36.2% |
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