+7,843.3%
FIX vs MDY
+1,625.8%
+6,217.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +4.8% |
| 7D | -17.5% | -1.7% | -15.8% | -15.8% |
| 30D | -41.6% | -0.9% | -40.6% | -40.7% |
| 3M | -40.6% | -5.7% | -34.8% | -36.4% |
| 6M | -49.4% | -2.9% | -46.5% | -47.0% |
| YTD | +9.2% | +9.8% | -0.7% | +2.0% |
| 1Y | +6.5% | +13.5% | -7.0% | -3.4% |
| 3Y | +448.7% | +51.9% | +396.8% | +288.2% |
| 5Y | +948.7% | +32.0% | +916.7% | +753.2% |
| 10Y | +3,659.7% | +176.5% | +3,483.2% | +1,486.3% |
| All | +7,843.3% | +1,625.8% | +6,217.5% | +758.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling