+43.4%
MMM vs FLEX
+421.8%
-378.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | -0.4% | +7.5% | -7.8% | -1.6% |
| 30D | +12.1% | -25.3% | +37.4% | +16.5% |
| 3M | +1.4% | -39.7% | +41.1% | +8.8% |
| 6M | +26.6% | -47.9% | +74.4% | +37.7% |
| YTD | +16.8% | +24.1% | -7.3% | +2.0% |
| 1Y | +10.1% | +26.0% | -15.9% | -4.7% |
| 3Y | +158.4% | +282.7% | -124.3% | +57.8% |
| All | +43.4% | +421.8% | -378.4% | -22.6% |
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