+478.1%
FLEX vs MXL
+186.9%
+291.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.0% | -1.6% | +2.9% |
| 7D | +7.0% | +15.5% | -8.5% | +3.2% |
| 30D | -5.8% | -11.3% | +5.5% | -3.4% |
| 3M | -24.2% | -16.1% | -8.1% | -22.3% |
| 6M | +90.8% | +323.0% | -232.2% | +22.8% |
| YTD | +89.2% | +281.5% | -192.3% | +24.8% |
| 1Y | +104.7% | +319.3% | -214.6% | +30.8% |
| 3Y | +478.1% | +189.4% | +288.7% | +301.9% |
| All | +478.1% | +186.9% | +291.2% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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