+942.1%
MDB vs FLR
+22.9%
+919.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.4% |
| 7D | +6.8% | +5.4% | +1.5% | +5.8% |
| 30D | -6.2% | +2.8% | -9.0% | -6.6% |
| 3M | -29.2% | -6.4% | -22.8% | -28.3% |
| 6M | +10.3% | +8.8% | +1.5% | +7.7% |
| YTD | -20.4% | +23.6% | -44.0% | -24.6% |
| 1Y | -4.8% | +13.8% | -18.6% | -8.5% |
| 3Y | -11.6% | +36.5% | -48.1% | -19.2% |
| 5Y | -41.0% | +119.3% | -160.4% | -49.7% |
| All | +942.1% | +22.9% | +919.2% | +753.3% |
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