-25.9%
MDB vs FLNC
-71.1%
+45.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.2% | +8.6% | +5.3% |
| 7D | -2.8% | -5.0% | +2.2% | -1.9% |
| 30D | -14.9% | -26.1% | +11.2% | -9.1% |
| 3M | +7.3% | -55.2% | +62.5% | +26.1% |
| 6M | +38.2% | -42.6% | +80.8% | +46.2% |
| YTD | -10.9% | -51.0% | +40.1% | -6.0% |
| 1Y | +11.6% | +43.3% | -31.7% | -17.5% |
| 3Y | -0.9% | -63.4% | +62.5% | -12.6% |
| All | -25.9% | -71.1% | +45.2% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling