+448.7%
FIX vs MDY
+50.6%
+398.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +4.4% |
| 7D | -17.5% | -1.7% | -15.8% | -14.8% |
| 30D | -41.6% | -0.9% | -40.6% | -40.2% |
| 3M | -40.6% | -5.7% | -34.8% | -33.6% |
| 6M | -49.4% | -2.9% | -46.5% | -45.6% |
| YTD | +9.2% | +9.8% | -0.7% | -2.6% |
| 1Y | +6.5% | +13.5% | -7.0% | -9.3% |
| 3Y | +448.7% | +51.9% | +396.8% | +234.0% |
| All | +448.7% | +50.6% | +398.2% | +234.0% |
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 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