+163.8%
MPC vs FLEX
+254.3%
-90.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.7% |
| 7D | -16.2% | -19.3% | +3.1% | -14.3% |
| 30D | -15.7% | -41.5% | +25.8% | -11.2% |
| 3M | +24.9% | -43.1% | +68.0% | +31.8% |
| 6M | +52.7% | -48.2% | +100.9% | +61.2% |
| YTD | +131.9% | +15.5% | +116.4% | +100.2% |
| 1Y | +96.6% | +10.2% | +86.4% | +71.5% |
| 3Y | +163.8% | +256.8% | -93.0% | +41.7% |
| All | +163.8% | +254.3% | -90.6% | +41.7% |
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 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