+14.5%
MDB vs FLR
+31.2%
-16.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.7% |
| 7D | -17.4% | +5.4% | -22.9% | -18.2% |
| 30D | -2.0% | +11.4% | -13.4% | -4.3% |
| 3M | -3.0% | +11.4% | -14.4% | -5.7% |
| 6M | +48.7% | +16.6% | +32.0% | +39.7% |
| YTD | -12.1% | +41.7% | -53.9% | -19.9% |
| 1Y | +14.5% | +35.4% | -20.9% | +1.1% |
| All | +14.5% | +31.2% | -16.7% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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