+5,993.3%
FIX vs MDY
+170.4%
+5,822.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +3.2% |
| 7D | +6.1% | +1.0% | +5.0% | +4.7% |
| 30D | -2.7% | -3.1% | +0.5% | +1.5% |
| 3M | -10.9% | +1.8% | -12.8% | -12.1% |
| 6M | +29.0% | +10.8% | +18.2% | +15.8% |
| YTD | +76.9% | +14.4% | +62.4% | +53.4% |
| 1Y | +130.7% | +15.2% | +115.5% | +99.8% |
| 3Y | +790.7% | +51.2% | +739.5% | +482.3% |
| 5Y | +2,185.6% | +47.2% | +2,138.3% | +1,439.3% |
| 10Y | +5,993.3% | +171.1% | +5,822.2% | +1,967.8% |
| All | +5,993.3% | +170.4% | +5,822.9% | +1,967.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling