+1,116.6%
MPC vs FIS
-37.3%
+1,153.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +5.4% | +1.1% | +4.4% | +4.9% |
| 30D | +31.0% | -2.2% | +33.2% | +31.9% |
| 3M | +46.0% | +2.1% | +43.9% | +43.3% |
| 6M | +77.3% | -14.7% | +92.0% | +86.4% |
| YTD | +141.9% | -35.7% | +177.6% | +186.7% |
| 1Y | +120.9% | -37.1% | +158.0% | +163.0% |
| 3Y | +182.7% | -20.0% | +202.7% | +190.6% |
| 5Y | +646.4% | -62.1% | +708.6% | +992.5% |
| All | +1,116.6% | -37.3% | +1,153.9% | +1,505.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling