-28.2%
MDB vs FLNC
-70.4%
+42.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.7% |
| 7D | -1.8% | -4.1% | +2.3% | -1.2% |
| 30D | -17.3% | -24.8% | +7.5% | -12.1% |
| 3M | +2.2% | -59.1% | +61.3% | +22.8% |
| 6M | +33.9% | -42.0% | +75.8% | +41.2% |
| YTD | -13.7% | -49.8% | +36.1% | -9.4% |
| 1Y | +9.1% | +43.1% | -34.0% | -19.3% |
| 3Y | -8.1% | -61.0% | +52.8% | -20.6% |
| All | -28.2% | -70.4% | +42.1% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling