+19.9%
MDT vs FIS
-50.5%
+70.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -23.7% | +29.8% | +7.7% |
| 7D | +10.7% | -18.4% | +29.2% | +10.7% |
| 30D | +19.3% | -11.4% | +30.7% | +17.4% |
| 3M | +22.8% | -32.0% | +54.7% | +26.6% |
| 6M | +36.4% | -35.6% | +72.0% | +39.5% |
| YTD | +12.1% | -53.8% | +65.9% | +17.8% |
| 1Y | +19.9% | -51.1% | +71.0% | +24.9% |
| All | +19.9% | -50.5% | +70.5% | +24.9% |
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