+7,787.5%
MDT vs FISV
+10,091.3%
-2,303.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.5% |
| 7D | -0.3% | -6.4% | +6.1% | +1.2% |
| 30D | +2.8% | -6.8% | +9.6% | +4.3% |
| 3M | +13.1% | -10.0% | +23.1% | +15.4% |
| 6M | +2.3% | -20.6% | +23.0% | +7.1% |
| YTD | -2.7% | -27.6% | +24.9% | +3.6% |
| 1Y | +0.9% | -64.3% | +65.2% | +22.2% |
| 3Y | +26.8% | -60.0% | +86.8% | +45.8% |
| 5Y | -19.5% | -57.7% | +38.2% | -9.7% |
| 10Y | +40.6% | -3.0% | +43.5% | +31.0% |
| All | +7,787.5% | +10,091.3% | -2,303.9% | +2,879.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling