+303.1%
FLEX vs MDB
-10.2%
+313.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +1.9% | +3.5% |
| 7D | +2.2% | +3.0% | -0.7% | +1.9% |
| 30D | -32.6% | -11.3% | -21.3% | -31.1% |
| 3M | -35.5% | -23.0% | -12.5% | -33.2% |
| 6M | -45.6% | +14.8% | -60.3% | -47.8% |
| YTD | +30.7% | -19.4% | +50.1% | +32.1% |
| 1Y | +28.4% | -9.0% | +37.3% | +26.1% |
| All | +303.1% | -10.2% | +313.2% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling