+48.7%
MDB vs FIS
-14.6%
+63.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.5% |
| 7D | -17.4% | +1.1% | -18.5% | -18.1% |
| 30D | -2.0% | -2.2% | +0.2% | -0.6% |
| 3M | -3.0% | +2.1% | -5.2% | -5.3% |
| 6M | +48.7% | -14.7% | +63.4% | +65.5% |
| All | +48.7% | -14.6% | +63.3% | +65.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling