+22.8%
FLEX vs MLM
-12.5%
+35.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.5% | +11.0% |
| 7D | -7.2% | -3.8% | -3.3% | -5.5% |
| 30D | -34.8% | +11.0% | -45.8% | -37.6% |
| 3M | -35.6% | -3.1% | -32.5% | -34.5% |
| 6M | -45.0% | -9.8% | -35.2% | -42.8% |
| YTD | +29.4% | -14.4% | +43.7% | +30.3% |
| All | +22.8% | -12.5% | +35.3% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling