+2,968.0%
MPC vs FIS
+25.9%
+2,942.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | -16.2% | -25.5% | +9.3% | -5.5% |
| 30D | -15.7% | -15.1% | -0.7% | -10.6% |
| 3M | +24.9% | -32.1% | +57.0% | +46.1% |
| 6M | +52.7% | -36.1% | +88.7% | +81.1% |
| YTD | +131.9% | -55.4% | +187.2% | +224.0% |
| 1Y | +96.6% | -53.9% | +150.5% | +169.7% |
| 3Y | +163.8% | -39.8% | +203.5% | +203.3% |
| 5Y | +533.1% | -71.1% | +604.2% | +907.3% |
| 10Y | +1,118.6% | -53.8% | +1,172.5% | +1,372.0% |
| All | +2,968.0% | +25.9% | +2,942.1% | +1,699.0% |
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