+217.0%
MDT vs FIS
+374.5%
-157.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.4% |
| 7D | +3.2% | +1.1% | +2.1% | +2.9% |
| 30D | +9.5% | -2.2% | +11.7% | +10.1% |
| 3M | +16.0% | +2.1% | +13.8% | +15.0% |
| 6M | +0.2% | -14.7% | +14.9% | +4.2% |
| YTD | -0.3% | -35.7% | +35.4% | +12.1% |
| 1Y | +4.7% | -37.1% | +41.8% | +18.3% |
| 3Y | +26.5% | -20.0% | +46.5% | +31.0% |
| 5Y | -18.2% | -62.1% | +43.9% | +1.8% |
| 10Y | +40.0% | -37.4% | +77.4% | +51.8% |
| All | +217.0% | +374.5% | -157.5% | +130.1% |
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