+894.6%
FIX vs MDB
-43.7%
+938.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.2% | -4.3% | -10.5% |
| 7D | -27.2% | -20.9% | -6.4% | -24.5% |
| 30D | -46.9% | -15.6% | -31.4% | -45.5% |
| 3M | -44.4% | -19.1% | -25.3% | -43.3% |
| 6M | -50.9% | +14.2% | -65.1% | -53.4% |
| YTD | +3.5% | -27.4% | +31.0% | +5.0% |
| 1Y | -2.1% | -13.0% | +10.9% | -4.4% |
| 3Y | +418.7% | -11.2% | +430.0% | +374.5% |
| 5Y | +894.6% | -45.2% | +939.7% | +813.8% |
| All | +894.6% | -43.7% | +938.2% | +813.8% |
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