+43.4%
MMM vs FIS
-71.2%
+114.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -1.7% |
| 7D | -0.4% | +2.8% | -3.2% | -1.0% |
| 30D | +12.1% | -16.7% | +28.9% | +13.9% |
| 3M | +1.4% | -32.3% | +33.7% | +8.1% |
| 6M | +26.6% | -29.1% | +55.6% | +32.8% |
| YTD | +16.8% | -54.1% | +71.0% | +36.7% |
| 1Y | +10.1% | -53.7% | +63.8% | +28.5% |
| 3Y | +158.4% | -38.8% | +197.3% | +181.8% |
| All | +43.4% | -71.2% | +114.6% | +75.1% |
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 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