+19.9%
MDT vs FISV
-4.0%
+23.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.2% | -0.1% | +5.2% |
| 7D | +10.7% | +29.6% | -18.9% | +6.8% |
| 30D | +19.3% | +34.5% | -15.2% | +14.5% |
| 3M | +22.8% | +11.2% | +11.5% | +20.2% |
| 6M | +36.4% | -1.2% | +37.6% | +32.5% |
| YTD | +12.1% | -7.6% | +19.7% | +9.8% |
| 1Y | +19.9% | -3.7% | +23.7% | +17.7% |
| All | +19.9% | -4.0% | +23.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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