+416.7%
FLEX vs MLM
+23.5%
+393.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.6% |
| 7D | -19.3% | -4.1% | -15.2% | -17.3% |
| 30D | -41.5% | +8.2% | -49.7% | -44.5% |
| 3M | -43.1% | -3.6% | -39.5% | -42.2% |
| 6M | -48.2% | -15.6% | -32.7% | -43.6% |
| YTD | +15.5% | -16.4% | +31.9% | +25.5% |
| 1Y | +10.2% | -14.3% | +24.6% | +18.0% |
| 3Y | +256.8% | +19.3% | +237.5% | +203.0% |
| All | +416.7% | +23.5% | +393.2% | +303.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling