-29.5%
MDB vs FLNC
-67.0%
+37.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.7% | -10.1% | -5.0% |
| 7D | -18.0% | +6.0% | -24.0% | -19.3% |
| 30D | -10.7% | -16.3% | +5.6% | -7.2% |
| 3M | +1.0% | -54.1% | +55.1% | +18.1% |
| 6M | +31.6% | -25.3% | +56.9% | +31.1% |
| YTD | -15.2% | -44.2% | +29.0% | -12.9% |
| 1Y | +10.1% | +53.1% | -43.0% | -19.6% |
| 3Y | -5.6% | -58.3% | +52.7% | -19.1% |
| All | -29.5% | -67.0% | +37.6% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling