+32.7%
MMM vs FIX
-50.5%
+83.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.6% | +8.4% | -3.5% |
| 7D | +5.9% | -27.2% | +33.1% | +4.9% |
| 30D | +14.7% | -46.9% | +61.7% | +15.0% |
| 3M | +3.6% | -44.4% | +48.0% | +3.4% |
| 6M | +32.7% | -50.9% | +83.6% | +34.2% |
| All | +32.7% | -50.5% | +83.2% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling