-2.1%
FIX vs MP
-38.7%
+36.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.0% | -5.5% | -9.3% |
| 7D | -27.2% | -19.0% | -8.3% | -21.0% |
| 30D | -46.9% | -30.5% | -16.4% | -39.3% |
| 3M | -44.4% | -29.6% | -14.8% | -37.6% |
| 6M | -50.9% | -50.4% | -0.5% | -38.6% |
| YTD | +3.5% | -33.2% | +36.8% | +12.3% |
| 1Y | -2.1% | -38.6% | +36.5% | +8.0% |
| All | -2.1% | -38.7% | +36.6% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling