-19.5%
MDT vs FIS
-66.7%
+47.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.2% |
| 7D | -0.3% | -9.1% | +8.8% | +1.6% |
| 30D | +2.8% | -10.4% | +13.2% | +5.0% |
| 3M | +13.1% | -3.7% | +16.8% | +13.9% |
| 6M | +2.3% | -24.8% | +27.1% | +7.8% |
| YTD | -2.7% | -41.6% | +38.9% | +7.7% |
| 1Y | +0.9% | -42.7% | +43.6% | +12.0% |
| 3Y | +26.8% | -26.2% | +53.1% | +33.0% |
| 5Y | -19.5% | -66.1% | +46.7% | +1.0% |
| All | -19.5% | -66.7% | +47.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling