+3,230.7%
FIX vs MDB
+929.6%
+2,301.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +17.0% | +11.6% | +5.5% | +15.4% |
| 30D | -30.6% | -8.9% | -21.7% | -29.6% |
| 3M | -35.0% | -22.4% | -12.6% | -33.4% |
| 6M | -44.0% | +10.1% | -54.0% | -45.8% |
| YTD | +21.1% | -19.0% | +40.2% | +20.8% |
| 1Y | +16.3% | -7.0% | +23.3% | +13.2% |
| 3Y | +507.4% | -9.8% | +517.2% | +467.2% |
| 5Y | +1,052.1% | -40.1% | +1,092.1% | +957.1% |
| All | +3,230.7% | +929.6% | +2,301.0% | +2,150.4% |
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