+55.5%
MDT vs FIS
-37.3%
+92.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -1.0% |
| 7D | -3.2% | +1.5% | -4.7% | -3.4% |
| 30D | +10.5% | -11.8% | +22.4% | +10.5% |
| 3M | +13.0% | -28.5% | +41.5% | +18.1% |
| 6M | +38.7% | -27.0% | +65.7% | +44.1% |
| YTD | +8.5% | -53.1% | +61.6% | +23.7% |
| 1Y | +10.0% | -52.8% | +62.8% | +25.2% |
| All | +55.5% | -37.3% | +92.8% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling