+86.8%
FIX vs MDLN
-0.9%
+87.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +2.1% |
| 7D | +6.1% | -1.2% | +7.3% | +6.0% |
| 30D | -2.7% | -1.5% | -1.1% | -2.7% |
| 3M | -10.9% | +2.6% | -13.6% | -12.2% |
| 6M | +29.0% | -20.9% | +49.9% | +32.8% |
| YTD | +76.9% | -17.4% | +94.3% | +88.8% |
| All | +86.8% | -0.9% | +87.7% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling