-10.4%
MDB vs FLR
+45.9%
-56.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.6% | +2.0% |
| 7D | -0.9% | +8.5% | -9.4% | -3.4% |
| 30D | -15.2% | -0.7% | -14.5% | -15.0% |
| 3M | -17.9% | -11.7% | -6.2% | -15.1% |
| 6M | +9.3% | +16.2% | -6.9% | +2.1% |
| YTD | -22.0% | +27.0% | -49.0% | -30.7% |
| 1Y | -9.3% | +10.1% | -19.4% | -15.4% |
| 3Y | -10.4% | +46.2% | -56.6% | -36.9% |
| All | -10.4% | +45.9% | -56.3% | -36.9% |
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