+12.7%
FIX vs MDB
+44.2%
-31.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +1.6% |
| 7D | +6.0% | -17.4% | +23.5% | +4.5% |
| 30D | -7.2% | -2.0% | -5.2% | -7.2% |
| 3M | -15.9% | -3.0% | -12.8% | -15.0% |
| 6M | +12.7% | +48.7% | -35.9% | +17.3% |
| All | +12.7% | +44.2% | -31.4% | +17.3% |
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 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