+422.8%
FLEX vs MDB
+848.0%
-425.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +4.0% |
| 7D | -19.3% | -11.4% | -7.9% | -17.2% |
| 30D | -41.5% | -13.8% | -27.7% | -39.6% |
| 3M | -43.1% | -15.5% | -27.7% | -41.8% |
| 6M | -48.2% | +17.9% | -66.1% | -51.4% |
| YTD | +15.5% | -25.5% | +40.9% | +17.2% |
| 1Y | +10.2% | -12.1% | +22.3% | +7.5% |
| 3Y | +256.8% | -5.9% | +262.7% | +219.4% |
| 5Y | +408.2% | -43.7% | +451.9% | +359.3% |
| All | +422.8% | +848.0% | -425.1% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling