-10.9%
MP vs FLEX
+421.8%
-432.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +5.4% |
| 7D | +9.5% | +7.5% | +2.0% | +5.4% |
| 30D | -3.0% | -25.3% | +22.3% | +9.8% |
| 3M | -30.4% | -39.7% | +9.3% | -13.2% |
| 6M | -39.2% | -47.9% | +8.7% | -20.0% |
| YTD | -23.3% | +24.1% | -47.4% | -40.0% |
| 1Y | -32.6% | +26.0% | -58.6% | -47.9% |
| 3Y | +159.3% | +282.7% | -123.4% | -17.1% |
| All | -10.9% | +421.8% | -432.6% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling