+45.3%
MMM vs FIS
-71.2%
+116.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.0% |
| 7D | +6.2% | -25.5% | +31.7% | +10.8% |
| 30D | +14.2% | -15.1% | +29.3% | +15.4% |
| 3M | +2.9% | -32.1% | +35.0% | +9.4% |
| 6M | +27.6% | -36.1% | +63.6% | +37.0% |
| YTD | +17.3% | -55.4% | +72.7% | +38.0% |
| 1Y | +15.1% | -53.9% | +69.0% | +34.1% |
| 3Y | +157.1% | -39.8% | +196.9% | +181.2% |
| All | +45.3% | -71.2% | +116.5% | +77.8% |
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