+191.2%
MPC vs FIS
-37.3%
+228.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.3% | +2.0% |
| 7D | +2.6% | +1.5% | +1.1% | +2.2% |
| 30D | -12.2% | -11.8% | -0.4% | -10.0% |
| 3M | +20.1% | -28.5% | +48.6% | +27.4% |
| 6M | +60.6% | -27.0% | +87.6% | +69.1% |
| YTD | +150.6% | -53.1% | +203.7% | +194.7% |
| 1Y | +104.7% | -52.8% | +157.4% | +139.9% |
| All | +191.2% | -37.3% | +228.5% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling