+2,105.4%
FIX vs MDB
-28.4%
+2,133.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.5% |
| 7D | +6.0% | -17.4% | +23.5% | +8.9% |
| 30D | -7.2% | -2.0% | -5.2% | -7.5% |
| 3M | -15.9% | -3.0% | -12.8% | -16.4% |
| 6M | +12.7% | +48.7% | -35.9% | +2.8% |
| YTD | +72.8% | -12.1% | +84.9% | +71.0% |
| 1Y | +122.9% | +14.5% | +108.4% | +109.2% |
| 3Y | +774.3% | -6.1% | +780.5% | +696.6% |
| All | +2,105.4% | -28.4% | +2,133.8% | +1,877.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling