+16.8%
FLR vs MDY
+177.2%
-160.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.1% |
| 7D | -3.5% | -1.9% | -1.6% | -0.8% |
| 30D | +4.2% | -4.6% | +8.8% | +11.5% |
| 3M | +8.1% | -1.2% | +9.3% | +10.5% |
| 6M | +21.5% | +9.2% | +12.3% | +8.3% |
| YTD | +36.8% | +13.1% | +23.7% | +16.4% |
| 1Y | +31.2% | +13.0% | +18.2% | +12.0% |
| 3Y | +53.9% | +49.2% | +4.7% | -10.9% |
| 5Y | +243.0% | +47.2% | +195.8% | +97.3% |
| All | +16.8% | +177.2% | -160.4% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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