+470.1%
FLEX vs MDB
+906.0%
-435.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.9% |
| 7D | -13.6% | -1.0% | -12.6% | -13.2% |
| 30D | -36.5% | -14.0% | -22.5% | -34.3% |
| 3M | -36.4% | -20.3% | -16.1% | -34.1% |
| 6M | -46.5% | +10.9% | -57.3% | -49.0% |
| YTD | +25.9% | -20.9% | +46.8% | +26.4% |
| 1Y | +19.6% | -11.2% | +30.8% | +16.5% |
| 3Y | +287.0% | -11.9% | +298.9% | +252.6% |
| 5Y | +466.6% | -40.2% | +506.8% | +406.5% |
| All | +470.1% | +906.0% | -435.9% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling