+442.4%
FLEX vs MLM
+15.1%
+427.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | -0.9% | -2.9% | +2.0% | +0.6% |
| 30D | -10.1% | -6.8% | -3.3% | -6.9% |
| 3M | -31.3% | -11.2% | -20.1% | -27.9% |
| 6M | +71.3% | -21.8% | +93.1% | +93.4% |
| YTD | +81.2% | -17.0% | +98.2% | +96.0% |
| 1Y | +98.5% | -16.4% | +114.9% | +112.8% |
| All | +442.4% | +15.1% | +427.3% | +436.9% |
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