-3.9%
MCD vs FLEX
+23.4%
-27.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -12.3% | +18.9% | +5.6% |
| 7D | +11.9% | -17.0% | +28.8% | +10.5% |
| 30D | +20.2% | -33.8% | +54.1% | +17.4% |
| 3M | +5.2% | -39.0% | +44.2% | +2.4% |
| 6M | 0.0% | -15.9% | +15.9% | -2.5% |
| YTD | -6.5% | +27.8% | -34.4% | -8.6% |
| 1Y | -3.9% | +25.0% | -28.9% | -6.4% |
| All | -3.9% | +23.4% | -27.4% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling