+25.0%
FLEX vs MKC
-18.2%
+43.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.4% | -17.8% | -9.3% |
| 7D | -17.0% | +9.6% | -26.6% | -12.3% |
| 30D | -33.8% | +12.0% | -45.9% | -29.1% |
| 3M | -39.0% | -2.0% | -37.0% | -38.1% |
| 6M | -15.9% | +7.2% | -23.1% | -10.8% |
| YTD | +27.8% | -23.7% | +51.6% | +28.6% |
| 1Y | +25.0% | -18.3% | +43.3% | +28.6% |
| All | +25.0% | -18.2% | +43.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling