+14.4%
FIX vs MDY
+17.5%
-3.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.6% | -15.7% | -16.4% |
| 7D | -18.9% | +1.7% | -20.6% | -22.1% |
| 30D | -36.3% | +1.2% | -37.5% | -37.8% |
| 3M | -38.5% | -3.5% | -35.0% | -33.1% |
| 6M | -42.3% | +3.5% | -45.8% | -45.2% |
| YTD | +17.1% | +13.6% | +3.5% | -8.6% |
| 1Y | +14.4% | +17.1% | -2.7% | -15.0% |
| All | +14.4% | +17.5% | -3.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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