+461.8%
FLEX vs MDB
+912.7%
-450.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | +7.5% | +6.8% | +0.6% | +6.1% |
| 30D | -25.3% | -6.2% | -19.1% | -24.1% |
| 3M | -39.7% | -29.2% | -10.4% | -35.9% |
| 6M | -47.9% | +10.3% | -58.2% | -50.2% |
| YTD | +24.1% | -20.4% | +44.5% | +24.4% |
| 1Y | +26.0% | -4.8% | +30.8% | +21.0% |
| 3Y | +282.7% | -11.6% | +294.3% | +248.5% |
| 5Y | +424.2% | -41.0% | +465.3% | +370.3% |
| All | +461.8% | +912.7% | -450.9% | +142.4% |
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