+534.5%
MPC vs FIS
-71.2%
+605.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -16.2% | -25.5% | +9.3% | -11.6% |
| 30D | -15.7% | -15.1% | -0.7% | -13.2% |
| 3M | +24.9% | -32.1% | +57.0% | +33.6% |
| 6M | +52.7% | -36.1% | +88.7% | +64.5% |
| YTD | +131.9% | -55.4% | +187.2% | +168.1% |
| 1Y | +96.6% | -53.9% | +150.5% | +125.6% |
| 3Y | +163.8% | -39.8% | +203.5% | +185.8% |
| All | +534.5% | -71.2% | +605.7% | +696.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling