+663.2%
FLEX vs MTB
+101.8%
+561.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | +1.7% | -2.6% | -1.8% |
| 30D | -10.1% | -4.2% | -6.0% | -8.1% |
| 3M | -31.3% | +8.9% | -40.2% | -34.5% |
| 6M | +71.3% | +10.9% | +60.4% | +62.0% |
| YTD | +81.2% | +21.5% | +59.8% | +63.1% |
| 1Y | +98.5% | +21.9% | +76.6% | +78.0% |
| 3Y | +428.2% | +109.2% | +319.0% | +266.2% |
| All | +663.2% | +101.8% | +561.4% | +426.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling