+9.7%
MCD vs FLEX
+301.8%
-292.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.4% |
| 7D | -1.9% | +2.2% | -4.2% | -1.8% |
| 30D | +16.6% | -32.6% | +49.3% | +14.8% |
| 3M | +0.9% | -35.5% | +36.4% | -0.7% |
| 6M | +1.5% | -45.6% | +47.0% | -0.6% |
| YTD | -8.3% | +30.7% | -39.0% | -8.7% |
| 1Y | -8.1% | +28.4% | -36.5% | -8.5% |
| All | +9.7% | +301.8% | -292.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling