+238.9%
FLR vs MDY
+43.9%
+195.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.2% |
| 7D | -6.9% | -2.5% | -4.4% | -3.9% |
| 30D | +1.1% | -5.0% | +6.2% | +7.7% |
| 3M | +14.3% | +0.5% | +13.9% | +14.4% |
| 6M | +19.1% | +8.0% | +11.1% | +10.0% |
| YTD | +35.1% | +12.2% | +23.0% | +19.8% |
| 1Y | +29.5% | +14.0% | +15.5% | +13.0% |
| 3Y | +53.0% | +48.2% | +4.8% | +2.4% |
| 5Y | +238.9% | +46.1% | +192.9% | +127.8% |
| All | +238.9% | +43.9% | +195.0% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling