+264.6%
MP vs FLEX
+859.8%
-595.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.0% | -6.1% | -1.5% |
| 7D | -3.6% | -13.6% | +10.0% | +2.9% |
| 30D | -21.0% | -36.5% | +15.5% | -2.6% |
| 3M | -33.3% | -36.4% | +3.1% | -18.5% |
| 6M | -45.9% | -46.5% | +0.6% | -29.3% |
| YTD | -27.8% | +25.9% | -53.8% | -43.9% |
| 1Y | -43.2% | +19.6% | -62.8% | -54.7% |
| 3Y | +144.0% | +287.0% | -143.0% | -16.8% |
| 5Y | -6.1% | +466.6% | -472.7% | -76.2% |
| All | +264.6% | +859.8% | -595.2% | -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 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