+2,791.3%
FIX vs MP
+262.7%
+2,528.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -5.1% | -10.0% | -14.3% |
| 7D | -18.9% | -12.5% | -6.4% | -17.0% |
| 30D | -36.3% | -23.3% | -13.0% | -33.4% |
| 3M | -38.5% | -24.4% | -14.2% | -35.9% |
| 6M | -42.3% | -45.8% | +3.5% | -36.9% |
| YTD | +17.1% | -28.9% | +46.0% | +22.4% |
| 1Y | +14.4% | -34.6% | +49.0% | +20.6% |
| 3Y | +486.7% | +118.7% | +368.0% | +383.5% |
| 5Y | +1,083.7% | -3.1% | +1,086.8% | +957.6% |
| All | +2,791.3% | +262.7% | +2,528.6% | +1,953.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling