+3,604.4%
FIX vs MDY
+165.7%
+3,438.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.3% |
| 7D | +17.0% | +3.0% | +14.0% | +13.0% |
| 30D | -30.6% | +0.8% | -31.4% | -30.7% |
| 3M | -35.0% | -5.1% | -29.9% | -29.8% |
| 6M | -44.0% | +1.2% | -45.1% | -43.6% |
| YTD | +21.1% | +12.5% | +8.7% | +8.3% |
| 1Y | +16.3% | +13.8% | +2.5% | +3.0% |
| 3Y | +507.4% | +56.4% | +451.0% | +286.0% |
| 5Y | +1,052.1% | +35.3% | +1,016.7% | +763.6% |
| All | +3,604.4% | +165.7% | +3,438.7% | +1,074.4% |
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