+2,830.0%
FIX vs MP
+268.3%
+2,561.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.1% |
| 7D | -13.9% | -3.6% | -10.3% | -13.2% |
| 30D | -35.5% | -21.0% | -14.6% | -32.9% |
| 3M | -33.9% | -33.3% | -0.6% | -29.6% |
| 6M | -43.3% | -45.9% | +2.6% | -37.9% |
| YTD | +18.7% | -27.8% | +46.5% | +23.9% |
| 1Y | +13.8% | -43.2% | +57.0% | +22.4% |
| 3Y | +495.0% | +144.0% | +350.9% | +383.6% |
| 5Y | +1,049.0% | -6.1% | +1,055.2% | +931.3% |
| All | +2,830.0% | +268.3% | +2,561.7% | +1,979.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling