+120.9%
MPC vs FIS
-37.2%
+158.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +5.4% | +1.1% | +4.4% | +5.5% |
| 30D | +31.0% | -2.2% | +33.2% | +30.8% |
| 3M | +46.0% | +2.1% | +43.9% | +46.0% |
| 6M | +77.3% | -14.7% | +92.0% | +75.7% |
| YTD | +141.9% | -35.7% | +177.6% | +136.2% |
| 1Y | +120.9% | -37.1% | +158.0% | +117.5% |
| All | +120.9% | -37.2% | +158.1% | +117.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling