+21.6%
MCD vs FLEX
+657.3%
-635.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -6.0% | -10.1% | +4.1% | -6.0% |
| 3M | -5.6% | -31.3% | +25.8% | -5.2% |
| 6M | -21.9% | +71.3% | -93.1% | -24.5% |
| YTD | -14.7% | +81.2% | -95.9% | -18.0% |
| 1Y | -17.3% | +98.5% | -115.8% | -21.1% |
| 3Y | -2.2% | +428.2% | -430.4% | -17.4% |
| All | +21.6% | +657.3% | -635.6% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling