+2,901.6%
FIX vs MDB
+848.0%
+2,053.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +5.1% |
| 7D | -17.5% | -11.4% | -6.1% | -16.0% |
| 30D | -41.6% | -13.8% | -27.7% | -40.4% |
| 3M | -40.6% | -15.5% | -25.1% | -39.9% |
| 6M | -49.4% | +17.9% | -67.3% | -51.7% |
| YTD | +9.2% | -25.5% | +34.6% | +10.0% |
| 1Y | +6.5% | -12.1% | +18.5% | +4.4% |
| 3Y | +448.7% | -5.9% | +454.6% | +409.8% |
| 5Y | +948.7% | -43.7% | +992.4% | +870.6% |
| All | +2,901.6% | +848.0% | +2,053.6% | +1,949.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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