+157.1%
MMM vs FLEX
+254.3%
-97.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.9% |
| 7D | +6.2% | -19.3% | +25.5% | +8.4% |
| 30D | +14.2% | -41.5% | +55.7% | +21.3% |
| 3M | +2.9% | -43.1% | +46.0% | +9.4% |
| 6M | +27.6% | -48.2% | +75.8% | +35.9% |
| YTD | +17.3% | +15.5% | +1.8% | +5.4% |
| 1Y | +15.1% | +10.2% | +4.9% | +4.1% |
| 3Y | +157.1% | +256.8% | -99.7% | +77.2% |
| All | +157.1% | +254.3% | -97.2% | +77.2% |
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