+1,171.8%
MPC vs FLEX
+608.2%
+563.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +1.7% |
| 7D | +11.2% | +7.5% | +3.8% | +8.6% |
| 30D | -14.5% | -25.3% | +10.8% | -7.8% |
| 3M | +16.7% | -39.7% | +56.4% | +32.9% |
| 6M | +67.6% | -47.9% | +115.4% | +94.9% |
| YTD | +157.9% | +24.1% | +133.8% | +101.4% |
| 1Y | +116.7% | +26.0% | +90.7% | +67.2% |
| 3Y | +199.8% | +282.7% | -82.9% | +33.6% |
| 5Y | +604.4% | +424.2% | +180.2% | +160.2% |
| All | +1,171.8% | +608.2% | +563.6% | +263.8% |
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