+1,086.7%
FLEX vs MDY
+170.4%
+916.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | 0.0% |
| 7D | +6.4% | -0.8% | +7.1% | +7.4% |
| 30D | -5.9% | -3.9% | -2.0% | -0.6% |
| 3M | -23.5% | 0.0% | -23.4% | -22.4% |
| 6M | +83.7% | +8.5% | +75.2% | +70.3% |
| YTD | +86.5% | +13.2% | +73.3% | +64.3% |
| 1Y | +100.5% | +15.0% | +85.5% | +73.8% |
| 3Y | +469.8% | +49.6% | +420.3% | +262.3% |
| 5Y | +725.7% | +46.0% | +679.6% | +443.0% |
| 10Y | +1,086.7% | +176.4% | +910.4% | +323.6% |
| All | +1,086.7% | +170.4% | +916.3% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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