+875.5%
MDB vs FIS
-63.8%
+939.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +3.9% |
| 7D | -11.4% | -25.5% | +14.1% | +0.9% |
| 30D | -13.8% | -15.1% | +1.2% | -9.7% |
| 3M | -15.5% | -32.1% | +16.7% | +0.5% |
| 6M | +17.9% | -36.1% | +54.0% | +44.2% |
| YTD | -25.5% | -55.4% | +29.9% | +11.8% |
| 1Y | -12.1% | -53.9% | +41.8% | +29.4% |
| 3Y | -5.9% | -39.8% | +33.9% | +10.2% |
| 5Y | -43.7% | -71.1% | +27.4% | +4.4% |
| All | +875.5% | -63.8% | +939.2% | +1,156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling