+948.1%
FIX vs MDY
+31.3%
+916.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +4.6% |
| 7D | -17.5% | -1.7% | -15.8% | -15.3% |
| 30D | -41.6% | -0.9% | -40.6% | -40.5% |
| 3M | -40.6% | -5.7% | -34.8% | -35.1% |
| 6M | -49.4% | -2.9% | -46.5% | -46.3% |
| YTD | +9.2% | +9.8% | -0.7% | 0.0% |
| 1Y | +6.5% | +13.5% | -7.0% | -6.0% |
| 3Y | +448.7% | +51.9% | +396.8% | +268.2% |
| All | +948.1% | +31.3% | +916.8% | +712.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling