+38.0%
MDT vs FIS
-39.9%
+77.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -1.6% | -8.9% | +7.3% | +1.5% |
| 30D | +1.0% | -9.9% | +11.0% | +4.5% |
| 3M | +15.2% | 0.0% | +15.2% | +14.8% |
| 6M | +3.7% | -22.9% | +26.6% | +12.4% |
| YTD | -3.0% | -40.9% | +37.9% | +14.9% |
| 1Y | +2.5% | -40.4% | +42.9% | +20.7% |
| 3Y | +26.5% | -25.4% | +51.8% | +33.6% |
| 5Y | -18.3% | -64.8% | +46.5% | +14.2% |
| All | +38.0% | -39.9% | +77.9% | +58.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling