+23.0%
MMM vs FLEX
+23.4%
-0.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -12.3% | +21.9% | +10.0% |
| 7D | +12.2% | -17.0% | +29.2% | +13.0% |
| 30D | +18.8% | -33.8% | +52.7% | +21.2% |
| 3M | +7.4% | -39.0% | +46.4% | +10.0% |
| 6M | +38.3% | -15.9% | +54.2% | +36.9% |
| YTD | +22.9% | +27.8% | -5.0% | +16.9% |
| 1Y | +23.0% | +25.0% | -2.0% | +17.5% |
| All | +23.0% | +23.4% | -0.4% | +17.5% |
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