+274.5%
MP vs FLEX
+885.4%
-610.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.0% | +2.5% |
| 7D | +11.0% | +17.1% | -6.1% | +2.5% |
| 30D | -11.7% | -29.5% | +17.8% | +3.2% |
| 3M | -30.8% | -37.3% | +6.5% | -14.9% |
| 6M | -42.9% | -44.1% | +1.2% | -26.9% |
| YTD | -25.9% | +29.3% | -55.2% | -43.1% |
| 1Y | -37.3% | +24.2% | -61.4% | -50.9% |
| 3Y | +150.7% | +297.3% | -146.7% | -15.7% |
| 5Y | -19.3% | +446.2% | -465.5% | -79.1% |
| All | +274.5% | +885.4% | -610.9% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling