-42.3%
FIX vs MP
-48.0%
+5.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -5.1% | -10.0% | -13.1% |
| 7D | -18.9% | -12.5% | -6.4% | -14.5% |
| 30D | -36.3% | -23.3% | -13.0% | -29.6% |
| 3M | -38.5% | -24.4% | -14.2% | -33.2% |
| 6M | -42.3% | -45.8% | +3.5% | -32.1% |
| All | -42.3% | -48.0% | +5.7% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling