+25.3%
FIX vs MDLN
+16.9%
+8.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.6% |
| 7D | -13.9% | +20.0% | -33.9% | -10.7% |
| 30D | -35.5% | +12.8% | -48.4% | -33.2% |
| 3M | -33.9% | +21.0% | -54.9% | -31.4% |
| 6M | -43.3% | +3.5% | -46.8% | -40.5% |
| YTD | +18.7% | -2.6% | +21.3% | +31.5% |
| All | +25.3% | +16.9% | +8.4% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling