+4.7%
MDT vs FIX
+128.3%
-123.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.2% |
| 7D | +3.2% | +6.0% | -2.8% | +3.5% |
| 30D | +9.5% | -7.2% | +16.8% | +9.2% |
| 3M | +16.0% | -15.9% | +31.8% | +15.6% |
| 6M | +0.2% | +12.7% | -12.5% | -1.3% |
| YTD | -0.3% | +72.8% | -73.1% | -1.3% |
| 1Y | +4.7% | +122.9% | -118.2% | +5.4% |
| All | +4.7% | +128.3% | -123.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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