+684.5%
MDT vs FIX
+7,843.3%
-7,158.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -3.6% |
| 7D | +5.4% | -17.5% | +22.9% | +7.5% |
| 30D | +19.1% | -41.6% | +60.6% | +26.2% |
| 3M | +19.5% | -40.6% | +60.0% | +26.0% |
| 6M | +33.5% | -49.4% | +82.8% | +42.4% |
| YTD | +8.7% | +9.2% | -0.5% | +3.9% |
| 1Y | +16.8% | +6.5% | +10.3% | +11.8% |
| 3Y | +53.0% | +448.7% | -395.8% | +11.3% |
| 5Y | -2.9% | +948.7% | -951.6% | -36.7% |
| 10Y | +61.4% | +3,659.7% | -3,598.3% | -14.5% |
| All | +684.5% | +7,843.3% | -7,158.8% | +205.5% |
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