-34.6%
MP vs FLEX
+23.4%
-58.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -12.3% | +7.3% | -0.3% |
| 7D | -12.5% | -17.0% | +4.4% | -6.2% |
| 30D | -23.3% | -33.8% | +10.5% | -10.8% |
| 3M | -24.4% | -39.0% | +14.7% | -9.7% |
| 6M | -45.8% | -15.9% | -29.9% | -44.3% |
| YTD | -28.9% | +27.8% | -56.8% | -43.6% |
| 1Y | -34.6% | +25.0% | -59.6% | -48.4% |
| All | -34.6% | +23.4% | -58.0% | -48.4% |
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