+4,650.4%
FIX vs MDB
+1,017.4%
+3,633.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.4% |
| 7D | +6.0% | -17.4% | +23.5% | +8.5% |
| 30D | -7.2% | -2.0% | -5.2% | -7.5% |
| 3M | -15.9% | -3.0% | -12.8% | -16.3% |
| 6M | +12.7% | +48.7% | -35.9% | +4.5% |
| YTD | +72.8% | -12.1% | +84.9% | +71.2% |
| 1Y | +122.9% | +14.5% | +108.4% | +111.7% |
| 3Y | +774.3% | -6.1% | +780.5% | +713.6% |
| 5Y | +2,049.5% | -27.3% | +2,076.8% | +1,837.4% |
| All | +4,650.4% | +1,017.4% | +3,633.0% | +3,088.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling