+26.2%
FIX vs MDLN
+12.8%
+13.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.5% |
| 7D | +9.4% | -0.4% | +9.9% | +9.4% |
| 30D | -27.8% | +9.9% | -37.6% | -25.5% |
| 3M | -35.6% | +10.9% | -46.5% | -33.4% |
| 6M | -45.2% | +2.0% | -47.2% | -43.0% |
| YTD | +19.5% | -6.0% | +25.5% | +31.8% |
| All | +26.2% | +12.8% | +13.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling