+1,079.5%
MPC vs FLEX
+569.0%
+510.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -2.6% |
| 7D | -16.2% | -19.3% | +3.1% | -10.7% |
| 30D | -15.7% | -41.5% | +25.8% | -2.2% |
| 3M | +24.9% | -43.1% | +68.0% | +45.1% |
| 6M | +52.7% | -48.2% | +100.9% | +77.5% |
| YTD | +131.9% | +15.5% | +116.4% | +85.4% |
| 1Y | +96.6% | +10.2% | +86.4% | +59.2% |
| 3Y | +163.8% | +256.8% | -93.0% | +20.3% |
| 5Y | +533.1% | +408.2% | +124.9% | +134.6% |
| All | +1,079.5% | +569.0% | +510.4% | +244.7% |
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