+277.5%
MP vs FLEX
+886.0%
-608.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +12.0% | -5.4% | +0.6% |
| 7D | -1.6% | -7.2% | +5.6% | +1.3% |
| 30D | -18.2% | -34.8% | +16.6% | -0.5% |
| 3M | -26.1% | -35.6% | +9.4% | -10.4% |
| 6M | -44.0% | -45.0% | +1.0% | -27.7% |
| YTD | -25.3% | +29.4% | -54.7% | -42.6% |
| 1Y | -35.6% | +24.8% | -60.4% | -49.7% |
| 3Y | +147.1% | +304.4% | -157.4% | -17.9% |
| 5Y | -11.3% | +484.1% | -495.3% | -77.8% |
| All | +277.5% | +886.0% | -608.5% | -20.9% |
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