+2,185.6%
FIX vs MKTX
-61.3%
+2,246.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.1% | +0.4% | +5.6% | +6.0% |
| 30D | -2.7% | +1.0% | -3.6% | -2.8% |
| 3M | -10.9% | +41.3% | -52.2% | -13.6% |
| 6M | +29.0% | -11.3% | +40.3% | +30.2% |
| YTD | +76.9% | -8.6% | +85.4% | +77.9% |
| 1Y | +130.7% | -11.1% | +141.8% | +132.5% |
| 3Y | +790.7% | -24.5% | +815.2% | +790.6% |
| 5Y | +2,185.6% | -61.4% | +2,247.0% | +2,511.7% |
| All | +2,185.6% | -61.3% | +2,246.8% | +2,511.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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