+894.6%
FIX vs MP
-13.9%
+908.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.0% | -5.5% | -10.4% |
| 7D | -27.2% | -19.0% | -8.3% | -24.1% |
| 30D | -46.9% | -30.5% | -16.4% | -43.1% |
| 3M | -44.4% | -29.6% | -14.8% | -40.9% |
| 6M | -50.9% | -50.4% | -0.5% | -44.7% |
| YTD | +3.5% | -33.2% | +36.8% | +10.3% |
| 1Y | -2.1% | -38.6% | +36.5% | +5.3% |
| 3Y | +418.7% | +105.5% | +313.3% | +312.1% |
| 5Y | +894.6% | -7.8% | +902.4% | +783.2% |
| All | +894.6% | -13.9% | +908.5% | +783.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling