-11.6%
MDB vs FIS
-38.7%
+27.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.8% |
| 7D | +6.8% | +2.8% | +4.0% | +5.8% |
| 30D | -6.2% | -16.7% | +10.5% | -3.6% |
| 3M | -29.2% | -32.3% | +3.0% | -21.2% |
| 6M | +10.3% | -29.1% | +39.4% | +20.3% |
| YTD | -20.4% | -54.1% | +33.8% | -1.9% |
| 1Y | -4.8% | -53.7% | +48.9% | +17.0% |
| 3Y | -11.6% | -38.8% | +27.3% | -22.3% |
| All | -11.6% | -38.7% | +27.1% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling