+57.4%
MDT vs FLEX
+281.5%
-224.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +1.7% |
| 7D | +1.0% | +7.5% | -6.4% | +1.2% |
| 30D | +9.2% | -25.3% | +34.4% | +8.7% |
| 3M | +14.5% | -39.7% | +54.2% | +13.7% |
| 6M | +37.3% | -47.9% | +85.2% | +36.4% |
| YTD | +9.8% | +24.1% | -14.3% | +4.5% |
| 1Y | +10.5% | +26.0% | -15.4% | +5.1% |
| 3Y | +57.4% | +282.7% | -225.3% | +36.8% |
| All | +57.4% | +281.5% | -224.1% | +36.8% |
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