+624.3%
FLEX vs MKC
+24.9%
+599.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -2.4% |
| 7D | -13.6% | -2.4% | -11.2% | -13.5% |
| 30D | -36.5% | +5.4% | -41.9% | -37.2% |
| 3M | -36.4% | -11.1% | -25.3% | -35.7% |
| 6M | -46.5% | -1.4% | -45.1% | -47.1% |
| YTD | +25.9% | -29.4% | +55.4% | +32.5% |
| 1Y | +19.6% | -24.7% | +44.3% | +23.8% |
| 3Y | +287.0% | -21.8% | +308.8% | +286.2% |
| 5Y | +466.6% | -36.0% | +502.6% | +490.7% |
| All | +624.3% | +24.9% | +599.4% | +531.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling