+31,085.1%
FIX vs MKTX
+1,446.2%
+29,638.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | -7.2% | +1.1% | -8.3% | -7.5% |
| 3M | -15.9% | +36.1% | -52.0% | -23.5% |
| 6M | +12.7% | -12.9% | +25.6% | +15.1% |
| YTD | +72.8% | -8.5% | +81.3% | +73.6% |
| 1Y | +122.9% | -7.5% | +130.4% | +122.0% |
| 3Y | +774.3% | -28.3% | +802.7% | +795.6% |
| 5Y | +2,049.5% | -63.3% | +2,112.8% | +2,517.4% |
| 10Y | +5,821.5% | +4.5% | +5,816.9% | +4,664.4% |
| All | +31,085.1% | +1,446.2% | +29,638.8% | +8,835.2% |
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