-12.4%
MDB vs FIS
-54.5%
+42.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.1% |
| 7D | -0.9% | -29.4% | +28.5% | +11.1% |
| 30D | -15.2% | -16.7% | +1.6% | -14.4% |
| 3M | -17.9% | -33.0% | +15.1% | -4.6% |
| 6M | +9.3% | -33.3% | +42.6% | +27.0% |
| YTD | -22.0% | -56.0% | +34.0% | +20.9% |
| All | -12.4% | -54.5% | +42.1% | +33.8% |
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