+473.3%
FLEX vs MDY
+37.8%
+435.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +2.6% |
| 7D | +2.2% | +0.2% | +2.0% | +2.9% |
| 30D | -32.6% | +2.1% | -34.8% | -33.8% |
| 3M | -35.5% | -3.6% | -31.9% | -30.9% |
| 6M | -45.6% | +1.7% | -47.2% | -45.0% |
| YTD | +30.7% | +13.8% | +16.9% | +16.2% |
| 1Y | +28.4% | +15.5% | +12.8% | +12.3% |
| 3Y | +301.7% | +58.3% | +243.3% | +148.5% |
| 5Y | +473.3% | +37.4% | +435.8% | +321.4% |
| All | +473.3% | +37.8% | +435.5% | +321.4% |
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