-50.9%
FIX vs MDB
+14.0%
-64.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.2% | -4.3% | -11.6% |
| 7D | -27.2% | -20.9% | -6.4% | -27.7% |
| 30D | -46.9% | -15.6% | -31.4% | -46.8% |
| 3M | -44.4% | -19.1% | -25.3% | -44.0% |
| 6M | -50.9% | +14.2% | -65.1% | -46.0% |
| All | -50.9% | +14.0% | -64.9% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling