+3,653.2%
FIX vs M
-4.2%
+3,657.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.0% | +6.6% |
| 7D | -17.5% | -4.3% | -13.2% | -16.9% |
| 30D | -41.6% | +1.3% | -42.8% | -42.2% |
| 3M | -40.6% | -7.4% | -33.2% | -40.0% |
| 6M | -49.4% | +18.3% | -67.7% | -52.2% |
| YTD | +9.2% | +7.6% | +1.6% | +5.1% |
| 1Y | +6.5% | +17.4% | -10.9% | +0.1% |
| 3Y | +448.7% | +108.4% | +340.4% | +324.6% |
| 5Y | +948.7% | -10.6% | +959.3% | +841.2% |
| All | +3,653.2% | -4.2% | +3,657.4% | +2,419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling