+3,035.4%
MDT vs FLEX
+7,523.3%
-4,487.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | +9.5% | -10.1% | +19.7% | +10.7% |
| 3M | +16.0% | -31.3% | +47.3% | +20.0% |
| 6M | +0.2% | +71.3% | -71.1% | -8.7% |
| YTD | -0.3% | +81.2% | -81.5% | -10.0% |
| 1Y | +4.7% | +98.5% | -93.8% | -7.0% |
| 3Y | +26.5% | +428.2% | -401.7% | -2.8% |
| 5Y | -18.2% | +657.3% | -675.5% | -40.6% |
| 10Y | +40.0% | +995.9% | -955.9% | -7.0% |
| All | +3,035.4% | +7,523.3% | -4,487.9% | +1,365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling