+720.6%
FLEX vs MDB
+1,017.4%
-296.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.3% |
| 7D | -0.9% | -17.4% | +16.5% | +2.6% |
| 30D | -10.1% | -2.0% | -8.1% | -10.3% |
| 3M | -31.3% | -3.0% | -28.3% | -31.7% |
| 6M | +71.3% | +48.7% | +22.6% | +53.2% |
| YTD | +81.2% | -12.1% | +93.4% | +78.7% |
| 1Y | +98.5% | +14.5% | +84.0% | +84.0% |
| 3Y | +428.2% | -6.1% | +434.4% | +375.6% |
| 5Y | +657.3% | -27.3% | +684.6% | +549.1% |
| All | +720.6% | +1,017.4% | -296.8% | +248.3% |
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 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