+15.0%
MMM vs FIX
+13.3%
+1.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +7.0% | -13.9% | +20.9% | +7.0% |
| 30D | +18.4% | -35.5% | +53.9% | +20.5% |
| 3M | +4.5% | -33.9% | +38.4% | +5.9% |
| 6M | +33.4% | -43.3% | +76.7% | +36.5% |
| YTD | +20.0% | +18.7% | +1.3% | +16.7% |
| 1Y | +15.0% | +13.8% | +1.3% | +12.0% |
| All | +15.0% | +13.3% | +1.7% | +12.0% |
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