+21.9%
FIX vs MDB
-9.5%
+31.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +4.9% |
| 7D | +6.4% | +3.0% | +3.5% | +6.3% |
| 30D | -29.1% | -11.3% | -17.8% | -29.0% |
| 3M | -31.1% | -23.0% | -8.1% | -31.0% |
| 6M | -42.8% | +14.8% | -57.6% | -42.8% |
| YTD | +24.6% | -19.4% | +44.1% | +27.1% |
| 1Y | +21.9% | -9.0% | +30.9% | +25.0% |
| All | +21.9% | -9.5% | +31.4% | +25.0% |
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