+17.9%
MDB vs FIS
-37.0%
+54.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +3.2% |
| 7D | -11.4% | -25.5% | +14.1% | -6.7% |
| 30D | -13.8% | -15.1% | +1.2% | -15.3% |
| 3M | -15.5% | -32.1% | +16.7% | -5.5% |
| 6M | +17.9% | -36.1% | +54.0% | +43.6% |
| All | +17.9% | -37.0% | +54.9% | +43.6% |
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