-18.2%
MDT vs FISV
-53.5%
+35.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.6% |
| 7D | -3.4% | -2.7% | -0.7% | -3.0% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | +14.3% | -2.8% | +17.0% | +14.4% |
| 6M | +4.0% | -11.8% | +15.8% | +5.5% |
| YTD | -3.7% | -23.2% | +19.5% | -0.3% |
| 1Y | -0.4% | -62.0% | +61.6% | +14.4% |
| 3Y | +23.3% | -57.6% | +80.9% | +26.4% |
| All | -18.2% | -53.5% | +35.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling