+935.2%
MDB vs FLR
+26.5%
+908.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.0% | +5.1% | -6.1% | -1.9% |
| 30D | -14.0% | -0.5% | -13.5% | -13.8% |
| 3M | -20.3% | -3.5% | -16.9% | -19.8% |
| 6M | +10.9% | +16.5% | -5.6% | +6.8% |
| YTD | -20.9% | +27.3% | -48.2% | -25.5% |
| 1Y | -11.2% | +10.6% | -21.8% | -14.2% |
| 3Y | -11.9% | +39.4% | -51.3% | -19.9% |
| 5Y | -40.2% | +126.4% | -166.6% | -49.3% |
| All | +935.2% | +26.5% | +908.6% | +743.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling