+453.8%
FLEX vs MDY
+52.1%
+401.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -10.1% | -1.5% | -8.7% | -7.7% |
| 3M | -31.3% | +0.8% | -32.1% | -31.1% |
| 6M | +71.3% | +7.4% | +63.8% | +59.1% |
| YTD | +81.2% | +15.2% | +66.1% | +53.4% |
| 1Y | +98.5% | +16.5% | +82.0% | +65.9% |
| All | +453.8% | +52.1% | +401.7% | +254.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling