+449.4%
FLEX vs MKC
-30.0%
+479.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.3% |
| 7D | -0.9% | -5.9% | +5.0% | -2.0% |
| 30D | -10.1% | -0.9% | -9.3% | -10.2% |
| 3M | -31.3% | +12.7% | -44.1% | -30.1% |
| 6M | +71.3% | -19.3% | +90.6% | +71.6% |
| YTD | +81.2% | -22.2% | +103.4% | +81.8% |
| 1Y | +98.5% | -23.3% | +121.8% | +99.6% |
| All | +449.4% | -30.0% | +479.4% | +491.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling