+39.1%
MDT vs FIX
+5,976.4%
-5,937.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.2% |
| 7D | +0.4% | +6.1% | -5.7% | -0.5% |
| 30D | +6.0% | -2.7% | +8.7% | +6.2% |
| 3M | +15.5% | -10.9% | +26.5% | +16.2% |
| 6M | +3.4% | +29.0% | -25.6% | -2.7% |
| YTD | -2.2% | +76.9% | -79.0% | -13.1% |
| 1Y | +2.6% | +130.7% | -128.2% | -13.9% |
| 3Y | +27.5% | +790.7% | -763.1% | -25.4% |
| 5Y | -20.1% | +2,185.6% | -2,205.6% | -64.7% |
| 10Y | +39.1% | +5,993.3% | -5,954.2% | -52.4% |
| All | +39.1% | +5,976.4% | -5,937.3% | -52.4% |
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 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