+1,120.0%
MPC vs FLEX
+995.9%
+124.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +5.4% | -0.9% | +6.3% | +5.7% |
| 30D | +31.0% | -10.1% | +41.1% | +35.0% |
| 3M | +46.0% | -31.3% | +77.4% | +61.3% |
| 6M | +77.3% | +71.3% | +6.0% | +30.5% |
| YTD | +141.9% | +81.2% | +60.7% | +72.0% |
| 1Y | +120.9% | +98.5% | +22.4% | +49.0% |
| 3Y | +182.7% | +428.2% | -245.6% | +16.8% |
| 5Y | +646.4% | +657.3% | -10.8% | +151.4% |
| All | +1,120.0% | +995.9% | +124.1% | +187.0% |
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 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