+8,419.6%
FIX vs M
+188.1%
+8,231.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.6% | -22.7% | -17.2% |
| 7D | -18.9% | +8.3% | -27.2% | -21.1% |
| 30D | -36.3% | +14.2% | -50.5% | -39.2% |
| 3M | -38.5% | -1.1% | -37.4% | -39.0% |
| 6M | -42.3% | +36.6% | -78.9% | -48.0% |
| YTD | +17.1% | +19.8% | -2.7% | +8.8% |
| 1Y | +14.4% | +37.2% | -22.8% | +2.0% |
| 3Y | +486.7% | +124.5% | +362.2% | +328.7% |
| 5Y | +1,083.7% | +1.5% | +1,082.3% | +905.4% |
| 10Y | +3,932.4% | +7.8% | +3,924.6% | +2,601.3% |
| All | +8,419.6% | +188.1% | +8,231.5% | +2,885.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling