+0.9%
MDT vs FLEX
+101.8%
-100.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.6% |
| 7D | -0.3% | +6.4% | -6.7% | 0.0% |
| 30D | +2.8% | -5.9% | +8.6% | +2.5% |
| 3M | +13.1% | -23.5% | +36.6% | +12.2% |
| 6M | +2.3% | +83.7% | -81.4% | -0.1% |
| YTD | -2.7% | +86.5% | -89.2% | -4.8% |
| 1Y | +0.9% | +100.5% | -99.6% | +0.4% |
| All | +0.9% | +101.8% | -100.9% | +0.4% |
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