-2.9%
MDT vs FIX
+933.9%
-936.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -3.0% |
| 7D | +5.4% | -17.5% | +22.9% | +5.8% |
| 30D | +19.1% | -41.6% | +60.6% | +20.8% |
| 3M | +19.5% | -40.6% | +60.0% | +21.0% |
| 6M | +33.5% | -49.4% | +82.8% | +35.9% |
| YTD | +8.7% | +9.2% | -0.5% | +4.7% |
| 1Y | +16.8% | +6.5% | +10.3% | +12.5% |
| 3Y | +53.0% | +448.7% | -395.8% | +16.0% |
| All | -2.9% | +933.9% | -936.8% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling