+26.1%
FIX vs MDLN
+16.3%
+9.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +9.8% |
| 7D | -7.2% | +21.1% | -28.3% | -3.8% |
| 30D | -35.1% | +12.3% | -47.4% | -32.8% |
| 3M | -34.3% | +15.6% | -49.8% | -31.8% |
| 6M | -42.9% | +3.0% | -45.9% | -40.2% |
| YTD | +19.5% | -3.1% | +22.5% | +32.3% |
| All | +26.1% | +16.3% | +9.8% | +40.6% |
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 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