+12,471.5%
FIX vs M
+156.2%
+12,315.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.2% |
| 7D | +6.0% | +4.7% | +1.3% | +4.7% |
| 30D | -7.2% | -9.6% | +2.4% | -4.6% |
| 3M | -15.9% | +0.9% | -16.7% | -16.5% |
| 6M | +12.7% | +22.3% | -9.5% | +5.8% |
| YTD | +72.8% | +6.5% | +66.3% | +67.6% |
| 1Y | +122.9% | +38.8% | +84.1% | +99.7% |
| 3Y | +774.3% | +115.9% | +658.4% | +550.6% |
| 5Y | +2,049.5% | +28.6% | +2,020.8% | +1,599.0% |
| 10Y | +5,821.5% | -2.5% | +5,824.0% | +4,012.1% |
| All | +12,471.5% | +156.2% | +12,315.3% | +4,497.8% |
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