+237.4%
MP vs FLEX
+741.7%
-504.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.6% | +7.6% | +0.7% |
| 7D | -19.0% | -28.3% | +9.3% | -5.1% |
| 30D | -30.5% | -45.0% | +14.5% | -8.0% |
| 3M | -29.6% | -45.2% | +15.7% | -7.3% |
| 6M | -50.4% | -30.8% | -19.6% | -45.4% |
| YTD | -33.2% | +10.4% | -43.7% | -44.5% |
| 1Y | -38.6% | +2.3% | -40.8% | -46.8% |
| 3Y | +105.5% | +238.9% | -133.4% | -25.2% |
| 5Y | -7.8% | +386.0% | -393.8% | -74.7% |
| All | +237.4% | +741.7% | -504.3% | -23.4% |
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