+445.3%
MP vs FLEX
+1,281.4%
-836.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.6% |
| 7D | -2.9% | -0.9% | -2.0% | -2.4% |
| 30D | +13.8% | -10.1% | +24.0% | +19.7% |
| 3M | -16.7% | -31.3% | +14.6% | -0.9% |
| 6M | -11.5% | +71.3% | -82.8% | -38.8% |
| YTD | +7.9% | +81.2% | -73.3% | -28.3% |
| 1Y | -15.0% | +98.5% | -113.5% | -47.4% |
| 3Y | +153.5% | +428.2% | -274.7% | -24.1% |
| 5Y | +58.7% | +657.3% | -598.6% | -64.3% |
| All | +445.3% | +1,281.4% | -836.1% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling