+116.7%
MPC vs FIS
-53.6%
+170.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.7% | -0.1% |
| 7D | +11.2% | +2.8% | +8.4% | +10.7% |
| 30D | -14.5% | -16.7% | +2.2% | -11.9% |
| 3M | +16.7% | -32.3% | +49.0% | +19.3% |
| 6M | +67.6% | -29.1% | +96.6% | +71.5% |
| YTD | +157.9% | -54.1% | +212.1% | +156.2% |
| 1Y | +116.7% | -53.7% | +170.4% | +115.3% |
| All | +116.7% | -53.6% | +170.2% | +115.3% |
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 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