-40.7%
MP vs FLEX
+24.4%
-65.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | -0.8% |
| 7D | +2.3% | +2.2% | 0.0% | +1.0% |
| 30D | -15.3% | -32.6% | +17.4% | -2.5% |
| 3M | -33.5% | -35.5% | +2.0% | -22.6% |
| 6M | -45.5% | -45.6% | +0.1% | -33.4% |
| YTD | -27.3% | +30.7% | -58.0% | -43.3% |
| 1Y | -40.7% | +28.4% | -69.1% | -53.5% |
| All | -40.7% | +24.4% | -65.1% | -53.5% |
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 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