+100.5%
FLEX vs MKC
-24.0%
+124.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.8% |
| 7D | +6.4% | -4.3% | +10.7% | +4.2% |
| 30D | -5.9% | -3.1% | -2.8% | -7.0% |
| 3M | -23.5% | +6.8% | -30.3% | -20.6% |
| 6M | +83.7% | -18.3% | +102.1% | +77.8% |
| YTD | +86.5% | -23.1% | +109.5% | +78.5% |
| 1Y | +100.5% | -23.7% | +124.2% | +93.1% |
| All | +100.5% | -24.0% | +124.5% | +93.1% |
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