+578.7%
MMM vs FIS
+374.5%
+204.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -3.3% | +1.1% | -4.4% | -3.7% |
| 30D | -7.0% | -2.2% | -4.8% | -6.5% |
| 3M | +10.8% | +2.1% | +8.7% | +9.4% |
| 6M | +5.8% | -14.7% | +20.4% | +9.9% |
| YTD | +6.8% | -35.7% | +42.5% | +20.9% |
| 1Y | +10.4% | -37.1% | +47.4% | +25.7% |
| 3Y | +104.7% | -20.0% | +124.7% | +113.7% |
| 5Y | +23.6% | -62.1% | +85.7% | +56.2% |
| 10Y | +54.1% | -37.4% | +91.5% | +62.5% |
| All | +578.7% | +374.5% | +204.1% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling