+614.8%
FLEX vs MLM
+138.2%
+476.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | +7.5% | -0.9% | +8.3% | +8.2% |
| 30D | -25.3% | +9.0% | -34.3% | -29.4% |
| 3M | -39.7% | -5.6% | -34.1% | -37.9% |
| 6M | -47.9% | -10.7% | -37.2% | -45.1% |
| YTD | +24.1% | -17.2% | +41.3% | +36.1% |
| 1Y | +26.0% | -14.2% | +40.2% | +35.2% |
| 3Y | +282.7% | +15.6% | +267.1% | +236.6% |
| 5Y | +424.2% | +26.2% | +398.0% | +326.0% |
| All | +614.8% | +138.2% | +476.5% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling