+5,623.1%
FLEX vs MTB
+3,344.0%
+2,279.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.3% | +9.7% | +10.8% |
| 7D | -7.2% | -0.8% | -6.4% | -6.7% |
| 30D | -34.8% | +2.4% | -37.2% | -35.6% |
| 3M | -35.6% | -10.5% | -25.1% | -31.5% |
| 6M | -45.0% | +6.4% | -51.4% | -47.0% |
| YTD | +29.4% | +12.8% | +16.6% | +20.5% |
| 1Y | +24.8% | +23.3% | +1.5% | +10.7% |
| 3Y | +304.4% | +108.2% | +196.2% | +165.8% |
| 5Y | +484.1% | +68.6% | +415.5% | +313.9% |
| 10Y | +640.4% | +125.3% | +515.1% | +308.8% |
| All | +5,623.1% | +3,344.0% | +2,279.1% | +1,082.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling