+14.6%
MDT vs FIX
+14.0%
+0.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +1.8% |
| 7D | +3.5% | -7.2% | +10.8% | +3.0% |
| 30D | +16.2% | -35.1% | +51.3% | +13.3% |
| 3M | +18.9% | -34.3% | +53.2% | +16.1% |
| 6M | +37.3% | -42.9% | +80.2% | +34.0% |
| YTD | +9.7% | +19.5% | -9.7% | +3.1% |
| All | +14.6% | +14.0% | +0.6% | +7.8% |
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