-42.3%
FIX vs M
+33.2%
-75.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.6% | -22.7% | -15.1% |
| 7D | -18.9% | +8.3% | -27.2% | -19.0% |
| 30D | -36.3% | +14.2% | -50.5% | -37.1% |
| 3M | -38.5% | -1.1% | -37.4% | -37.9% |
| 6M | -42.3% | +36.6% | -78.9% | -45.0% |
| All | -42.3% | +33.2% | -75.5% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling