+10.5%
MCD vs FLEX
+254.3%
-243.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.3% |
| 7D | +7.1% | -19.3% | +26.4% | +6.0% |
| 30D | +19.8% | -41.5% | +61.3% | +17.0% |
| 3M | +0.8% | -43.1% | +43.9% | -1.5% |
| 6M | -1.3% | -48.2% | +46.9% | -3.9% |
| YTD | -7.8% | +15.5% | -23.2% | -8.7% |
| 1Y | -5.0% | +10.2% | -15.2% | -6.0% |
| 3Y | +10.5% | +256.8% | -246.3% | +9.3% |
| All | +10.5% | +254.3% | -243.8% | +9.3% |
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