+60.0%
MDT vs FIX
+3,723.8%
-3,663.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +2.7% | -13.9% | +16.7% | +4.2% |
| 30D | +14.8% | -35.5% | +50.4% | +20.7% |
| 3M | +14.6% | -33.9% | +48.5% | +19.5% |
| 6M | +35.7% | -43.3% | +79.0% | +43.4% |
| YTD | +8.5% | +18.7% | -10.2% | +0.3% |
| 1Y | +13.3% | +13.8% | -0.5% | +5.2% |
| 3Y | +58.6% | +495.0% | -436.4% | -3.6% |
| 5Y | -2.6% | +1,049.0% | -1,051.7% | -52.0% |
| 10Y | +60.0% | +3,644.4% | -3,584.5% | -44.2% |
| All | +60.0% | +3,723.8% | -3,663.9% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling