+1,098.3%
MPC vs FIS
-55.6%
+1,153.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -8.8% | -27.4% | +18.5% | +2.7% |
| 30D | -14.4% | -16.8% | +2.4% | -9.0% |
| 3M | +21.9% | -32.6% | +54.6% | +40.7% |
| 6M | +60.1% | -33.4% | +93.5% | +83.9% |
| YTD | +142.3% | -56.0% | +198.4% | +230.0% |
| 1Y | +101.7% | -55.1% | +156.8% | +171.6% |
| 3Y | +184.8% | -41.4% | +226.2% | +226.5% |
| 5Y | +564.6% | -72.7% | +637.3% | +980.4% |
| 10Y | +1,098.3% | -55.5% | +1,153.8% | +1,683.8% |
| All | +1,098.3% | -55.6% | +1,153.9% | +1,683.8% |
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 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