-24.5%
MDB vs FLR
+248.0%
-272.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | +1.0% | +14.3% | -13.4% | -5.3% |
| 6M | +31.6% | +25.6% | +6.0% | +16.7% |
| YTD | -15.2% | +42.9% | -58.0% | -28.5% |
| 1Y | +10.1% | +38.7% | -28.6% | -7.1% |
| 3Y | -5.6% | +61.8% | -67.4% | -31.4% |
| 5Y | -24.5% | +254.1% | -278.6% | -55.8% |
| All | -24.5% | +248.0% | -272.5% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling