+6.5%
FIX vs MDB
-13.6%
+20.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +5.3% |
| 7D | -17.5% | -11.4% | -6.1% | -17.2% |
| 30D | -41.6% | -13.8% | -27.7% | -41.2% |
| 3M | -40.6% | -15.5% | -25.1% | -40.3% |
| 6M | -49.4% | +17.9% | -67.3% | -49.7% |
| YTD | +9.2% | -25.5% | +34.6% | +11.8% |
| 1Y | +6.5% | -12.1% | +18.5% | +9.7% |
| All | +6.5% | -13.6% | +20.0% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling