+726.2%
FLEX vs MKC
-33.2%
+759.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +7.0% | -4.3% | +11.3% | +6.9% |
| 30D | -5.8% | -2.0% | -3.8% | -5.9% |
| 3M | -24.2% | +10.0% | -34.2% | -24.5% |
| 6M | +90.8% | -18.5% | +109.3% | +94.6% |
| YTD | +89.2% | -22.4% | +111.6% | +93.8% |
| 1Y | +104.7% | -23.6% | +128.3% | +110.0% |
| 3Y | +478.1% | -30.4% | +508.5% | +502.0% |
| 5Y | +726.2% | -34.2% | +760.4% | +783.0% |
| All | +726.2% | -33.2% | +759.4% | +783.0% |
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 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