+564.6%
MPC vs FIS
-72.0%
+636.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -8.8% | -27.4% | +18.5% | -3.3% |
| 30D | -14.4% | -16.8% | +2.4% | -11.5% |
| 3M | +21.9% | -32.6% | +54.6% | +30.7% |
| 6M | +60.1% | -33.4% | +93.5% | +71.4% |
| YTD | +142.3% | -56.0% | +198.4% | +181.2% |
| 1Y | +101.7% | -55.1% | +156.8% | +132.8% |
| 3Y | +184.8% | -41.4% | +226.2% | +210.2% |
| 5Y | +564.6% | -72.7% | +637.3% | +759.2% |
| All | +564.6% | -72.0% | +636.6% | +759.2% |
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