+726.2%
FLEX vs MDY
+47.1%
+679.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +5.3% |
| 7D | +7.0% | +1.0% | +5.9% | +5.4% |
| 30D | -5.8% | -3.1% | -2.7% | -1.3% |
| 3M | -24.2% | +1.8% | -26.0% | -25.1% |
| 6M | +90.8% | +10.8% | +80.0% | +72.1% |
| YTD | +89.2% | +14.4% | +74.8% | +64.5% |
| 1Y | +104.7% | +15.2% | +89.5% | +77.2% |
| 3Y | +478.1% | +51.2% | +426.9% | +271.1% |
| 5Y | +726.2% | +47.2% | +678.9% | +443.3% |
| All | +726.2% | +47.1% | +679.1% | +443.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling