+19.9%
MDT vs FIX
+14.3%
+5.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -15.1% | +21.2% | +4.8% |
| 7D | +10.7% | -18.9% | +29.6% | +9.1% |
| 30D | +19.3% | -36.3% | +55.6% | +16.1% |
| 3M | +22.8% | -38.5% | +61.3% | +19.3% |
| 6M | +36.4% | -42.3% | +78.6% | +32.4% |
| YTD | +12.1% | +17.1% | -5.0% | +5.1% |
| 1Y | +19.9% | +14.4% | +5.5% | +12.5% |
| All | +19.9% | +14.3% | +5.7% | +12.5% |
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