+23.0%
MMM vs FIX
+14.3%
+8.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -15.1% | +24.6% | +9.7% |
| 7D | +12.2% | -18.9% | +31.1% | +12.7% |
| 30D | +18.8% | -36.3% | +55.1% | +21.1% |
| 3M | +7.4% | -38.5% | +45.9% | +9.5% |
| 6M | +38.3% | -42.3% | +80.6% | +41.3% |
| YTD | +22.9% | +17.1% | +5.8% | +18.7% |
| 1Y | +23.0% | +14.4% | +8.6% | +18.9% |
| All | +23.0% | +14.3% | +8.7% | +18.9% |
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 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