+180.6%
MPC vs FLEX
+431.9%
-251.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | +31.0% | -10.1% | +41.1% | +32.4% |
| 3M | +46.0% | -31.3% | +77.4% | +51.6% |
| 6M | +77.3% | +71.3% | +6.0% | +51.6% |
| YTD | +141.9% | +81.2% | +60.7% | +102.0% |
| 1Y | +120.9% | +98.5% | +22.4% | +77.9% |
| All | +180.6% | +431.9% | -251.3% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling