+2.7%
MDT vs FIX
+1,026.2%
-1,023.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +1.9% |
| 7D | +1.0% | +9.4% | -8.4% | +0.8% |
| 30D | +9.2% | -27.8% | +36.9% | +10.0% |
| 3M | +14.5% | -35.6% | +50.0% | +15.8% |
| 6M | +37.3% | -45.2% | +82.5% | +39.7% |
| YTD | +9.8% | +19.5% | -9.7% | +5.5% |
| 1Y | +10.5% | +24.2% | -13.7% | +5.8% |
| 3Y | +57.4% | +494.2% | -436.7% | +19.2% |
| All | +2.7% | +1,026.2% | -1,023.6% | -35.1% |
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