+451.9%
FLR vs MDY
+943.5%
-491.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.7% |
| 7D | +0.7% | +1.0% | -0.4% | -0.7% |
| 30D | -0.7% | -3.1% | +2.5% | +3.5% |
| 3M | +14.3% | +1.8% | +12.5% | +12.3% |
| 6M | +25.6% | +10.8% | +14.8% | +11.1% |
| YTD | +42.9% | +14.4% | +28.4% | +21.5% |
| 1Y | +38.7% | +15.2% | +23.5% | +17.3% |
| 3Y | +61.8% | +51.2% | +10.6% | -2.3% |
| 5Y | +254.1% | +47.2% | +206.8% | +118.1% |
| 10Y | +20.0% | +171.1% | -151.1% | -61.5% |
| All | +451.9% | +943.5% | -491.6% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling