+254.1%
MP vs FLEX
+780.1%
-526.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.4% | +2.7% |
| 7D | -10.5% | -19.3% | +8.8% | -1.1% |
| 30D | -23.5% | -41.5% | +18.0% | -1.8% |
| 3M | -25.4% | -43.1% | +17.7% | -3.7% |
| 6M | -51.3% | -48.2% | -3.0% | -35.3% |
| YTD | -29.9% | +15.5% | -45.4% | -43.0% |
| 1Y | -31.8% | +10.2% | -42.0% | -43.3% |
| 3Y | +127.0% | +256.8% | -129.8% | -19.5% |
| 5Y | -3.3% | +408.2% | -411.5% | -74.1% |
| All | +254.1% | +780.1% | -526.0% | -21.4% |
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 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