+19.3%
FLEX vs MDLN
+12.8%
+6.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.3% |
| 7D | +7.5% | -0.4% | +7.9% | +7.3% |
| 30D | -25.3% | +9.9% | -35.1% | -22.1% |
| 3M | -39.7% | +10.9% | -50.6% | -37.2% |
| 6M | -47.9% | +2.0% | -49.8% | -45.8% |
| YTD | +24.1% | -6.0% | +30.1% | +23.1% |
| All | +19.3% | +12.8% | +6.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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