+3,005.7%
MPC vs FLEX
+1,283.6%
+1,722.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.6% | +9.7% | +0.8% |
| 7D | -12.8% | -28.3% | +15.5% | -2.7% |
| 30D | -12.7% | -45.0% | +32.3% | +5.2% |
| 3M | +27.1% | -45.2% | +72.3% | +52.0% |
| 6M | +45.8% | -30.8% | +76.6% | +46.8% |
| YTD | +134.7% | +10.4% | +124.3% | +88.5% |
| 1Y | +106.0% | +2.3% | +103.8% | +69.7% |
| 3Y | +165.5% | +238.9% | -73.4% | +19.4% |
| 5Y | +540.9% | +386.0% | +154.9% | +132.3% |
| 10Y | +1,133.6% | +551.1% | +582.5% | +236.7% |
| All | +3,005.7% | +1,283.6% | +1,722.1% | +406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling