+2,105.4%
FIX vs MP
+58.1%
+2,047.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | +6.0% | -2.9% | +8.9% | +6.6% |
| 30D | -7.2% | +13.8% | -21.1% | -9.6% |
| 3M | -15.9% | -16.7% | +0.8% | -13.6% |
| 6M | +12.7% | -11.5% | +24.2% | +13.9% |
| YTD | +72.8% | +7.9% | +64.9% | +68.5% |
| 1Y | +122.9% | -15.0% | +137.9% | +122.1% |
| 3Y | +774.3% | +153.5% | +620.8% | +570.7% |
| All | +2,105.4% | +58.1% | +2,047.4% | +1,668.7% |
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