-7.7%
MDB vs FLNC
-69.0%
+61.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.2% | -12.3% | -3.8% |
| 7D | -16.5% | -2.1% | -14.4% | -16.3% |
| 30D | -8.6% | -20.8% | +12.2% | -5.4% |
| 3M | -13.6% | -61.3% | +47.7% | -0.5% |
| 6M | +24.1% | -50.9% | +74.9% | +36.8% |
| YTD | -21.8% | -69.4% | +47.6% | -10.7% |
| 1Y | -7.7% | -68.4% | +60.7% | +2.9% |
| All | -7.7% | -69.0% | +61.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling