+5,555.0%
FLEX vs MLM
+3,651.7%
+1,903.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -13.6% |
| 7D | -17.0% | +9.1% | -26.1% | -21.1% |
| 30D | -33.8% | +14.6% | -48.5% | -38.9% |
| 3M | -39.0% | +0.3% | -39.3% | -39.7% |
| 6M | -15.9% | -7.5% | -8.4% | -13.8% |
| YTD | +27.8% | -10.2% | +38.1% | +32.5% |
| 1Y | +25.0% | -10.5% | +35.5% | +29.7% |
| 3Y | +292.3% | +27.8% | +264.4% | +234.7% |
| 5Y | +472.6% | +38.9% | +433.7% | +360.9% |
| 10Y | +653.7% | +211.4% | +442.2% | +278.5% |
| All | +5,555.0% | +3,651.7% | +1,903.4% | +774.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling