-8.1%
MDB vs FLNC
-62.9%
+54.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.5% |
| 7D | -1.8% | -4.1% | +2.3% | -1.4% |
| 30D | -17.3% | -24.8% | +7.5% | -13.9% |
| 3M | +2.2% | -59.1% | +61.3% | +15.2% |
| 6M | +33.9% | -42.0% | +75.8% | +39.8% |
| YTD | -13.7% | -49.8% | +36.1% | -10.0% |
| 1Y | +9.1% | +43.1% | -34.0% | -6.1% |
| 3Y | -8.1% | -61.0% | +52.8% | -9.0% |
| All | -8.1% | -62.9% | +54.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling