+692.2%
MDT vs FIX
+8,590.7%
-7,898.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | -0.2% |
| 7D | +3.5% | -7.2% | +10.8% | +4.0% |
| 30D | +16.2% | -35.1% | +51.3% | +21.6% |
| 3M | +18.9% | -34.3% | +53.2% | +23.8% |
| 6M | +37.3% | -42.9% | +80.2% | +44.3% |
| YTD | +9.7% | +19.5% | -9.7% | +3.7% |
| 1Y | +15.2% | +16.8% | -1.6% | +8.9% |
| 3Y | +61.8% | +506.7% | -444.9% | +16.1% |
| 5Y | -1.4% | +1,046.7% | -1,048.1% | -36.4% |
| 10Y | +61.6% | +3,800.0% | -3,738.4% | -14.8% |
| All | +692.2% | +8,590.7% | -7,898.5% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling