+282.7%
FLEX vs MTB
+106.3%
+176.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.4% |
| 7D | +7.5% | +1.5% | +5.9% | +6.6% |
| 30D | -25.3% | +2.3% | -27.6% | -26.3% |
| 3M | -39.7% | -12.1% | -27.6% | -34.8% |
| 6M | -47.9% | +9.8% | -57.7% | -51.0% |
| YTD | +24.1% | +12.0% | +12.1% | +14.9% |
| 1Y | +26.0% | +22.0% | +3.9% | +10.7% |
| 3Y | +282.7% | +107.6% | +175.1% | +181.4% |
| All | +282.7% | +106.3% | +176.4% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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