+241.2%
FLEX vs MLM
+20.9%
+220.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.2% | -8.4% | -10.8% |
| 7D | -28.3% | -1.2% | -27.1% | -27.8% |
| 30D | -45.0% | +7.9% | -53.0% | -47.4% |
| 3M | -45.2% | -4.5% | -40.8% | -44.0% |
| 6M | -30.8% | -12.6% | -18.2% | -26.1% |
| YTD | +10.4% | -14.9% | +25.3% | +18.1% |
| 1Y | +2.3% | -13.1% | +15.3% | +8.0% |
| All | +241.2% | +20.9% | +220.3% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling