+3,711.2%
FIX vs MDY
+168.9%
+3,542.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.0% |
| 7D | +6.4% | +0.2% | +6.2% | +6.9% |
| 30D | -29.1% | +2.1% | -31.2% | -30.4% |
| 3M | -31.1% | -3.6% | -27.5% | -27.1% |
| 6M | -42.8% | +1.7% | -44.5% | -42.9% |
| YTD | +24.6% | +13.8% | +10.8% | +9.8% |
| 1Y | +21.9% | +15.5% | +6.4% | +5.9% |
| 3Y | +524.9% | +58.3% | +466.6% | +291.1% |
| 5Y | +1,092.2% | +37.4% | +1,054.8% | +776.2% |
| All | +3,711.2% | +168.9% | +3,542.4% | +1,089.8% |
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