+494.2%
FIX vs MDY
+56.8%
+437.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +9.4% | +2.3% | +7.2% | +5.6% |
| 30D | -27.8% | +2.0% | -29.8% | -29.6% |
| 3M | -35.6% | -5.6% | -29.9% | -27.9% |
| 6M | -45.2% | +1.3% | -46.5% | -45.0% |
| YTD | +19.5% | +12.3% | +7.1% | +2.8% |
| 1Y | +24.2% | +15.8% | +8.5% | +2.3% |
| 3Y | +494.2% | +56.5% | +437.7% | +238.9% |
| All | +494.2% | +56.8% | +437.4% | +238.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling