+22,395.6%
FIX vs MKTX
+1,471.9%
+20,923.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +6.4% | +0.3% | +6.2% | +6.4% |
| 30D | -29.1% | +0.9% | -30.0% | -29.3% |
| 3M | -31.1% | +2.7% | -33.8% | -31.6% |
| 6M | -42.8% | +15.6% | -58.4% | -45.8% |
| YTD | +24.6% | -7.0% | +31.6% | +24.7% |
| 1Y | +21.9% | -1.2% | +23.2% | +19.7% |
| 3Y | +524.9% | -22.2% | +547.1% | +528.6% |
| 5Y | +1,092.2% | -53.7% | +1,146.0% | +1,255.6% |
| 10Y | +3,759.0% | +13.0% | +3,746.0% | +2,931.3% |
| All | +22,395.6% | +1,471.9% | +20,923.7% | +6,316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling