+304.4%
FLEX vs MKC
-20.6%
+325.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +11.7% |
| 7D | -7.2% | -1.9% | -5.2% | -7.3% |
| 30D | -34.8% | +8.0% | -42.8% | -33.2% |
| 3M | -35.6% | -8.6% | -27.0% | -36.1% |
| 6M | -45.0% | +1.1% | -46.1% | -44.2% |
| YTD | +29.4% | -27.7% | +57.0% | +28.4% |
| 1Y | +24.8% | -23.7% | +48.5% | +24.2% |
| 3Y | +304.4% | -19.4% | +323.8% | +295.3% |
| All | +304.4% | -20.6% | +325.0% | +295.3% |
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