+484.1%
FLEX vs MKC
-32.8%
+516.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +11.9% |
| 7D | -7.2% | -1.9% | -5.2% | -7.2% |
| 30D | -34.8% | +8.0% | -42.8% | -34.5% |
| 3M | -35.6% | -8.6% | -27.0% | -35.5% |
| 6M | -45.0% | +1.1% | -46.1% | -45.0% |
| YTD | +29.4% | -27.7% | +57.0% | +32.6% |
| 1Y | +24.8% | -23.7% | +48.5% | +27.1% |
| 3Y | +304.4% | -19.4% | +323.8% | +297.8% |
| 5Y | +484.1% | -33.3% | +517.4% | +573.3% |
| All | +484.1% | -32.8% | +516.8% | +573.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling