-5.6%
MDB vs FLR
+60.4%
-66.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.7% |
| 7D | -18.0% | +0.7% | -18.7% | -18.2% |
| 30D | -10.7% | -0.7% | -10.1% | -10.8% |
| 3M | +1.0% | +14.3% | -13.4% | -4.4% |
| 6M | +31.6% | +25.6% | +6.0% | +18.3% |
| YTD | -15.2% | +42.9% | -58.0% | -27.1% |
| 1Y | +10.1% | +38.7% | -28.6% | -5.4% |
| 3Y | -5.6% | +61.8% | -67.4% | -30.1% |
| All | -5.6% | +60.4% | -66.0% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling