-20.1%
MDT vs FLEX
+698.8%
-718.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.1% |
| 7D | +0.4% | +7.0% | -6.6% | 0.0% |
| 30D | +6.0% | -5.8% | +11.8% | +6.2% |
| 3M | +15.5% | -24.2% | +39.7% | +16.9% |
| 6M | +3.4% | +90.8% | -87.4% | -5.7% |
| YTD | -2.2% | +89.2% | -91.4% | -10.9% |
| 1Y | +2.6% | +104.7% | -102.1% | -8.0% |
| 3Y | +27.5% | +478.1% | -450.6% | -6.8% |
| 5Y | -20.1% | +726.2% | -746.3% | -48.3% |
| All | -20.1% | +698.8% | -718.8% | -48.3% |
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 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