+3,005.7%
MPC vs FIS
+28.8%
+2,976.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.3% |
| 7D | -12.8% | -21.2% | +8.4% | -4.1% |
| 30D | -12.7% | -12.1% | -0.7% | -8.9% |
| 3M | +27.1% | -30.6% | +57.7% | +47.1% |
| 6M | +45.8% | -35.5% | +81.3% | +72.4% |
| YTD | +134.7% | -54.4% | +189.1% | +224.6% |
| 1Y | +106.0% | -52.9% | +158.9% | +179.9% |
| 3Y | +165.5% | -38.7% | +204.2% | +202.9% |
| 5Y | +540.9% | -70.4% | +611.3% | +909.3% |
| 10Y | +1,133.6% | -52.8% | +1,186.4% | +1,374.9% |
| All | +3,005.7% | +28.8% | +2,976.9% | +1,702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling