+1,049.8%
MDB vs FLR
+40.9%
+1,008.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.7% |
| 7D | -17.4% | +5.4% | -22.9% | -18.3% |
| 30D | -2.0% | +11.4% | -13.4% | -4.2% |
| 3M | -3.0% | +11.4% | -14.4% | -5.6% |
| 6M | +48.7% | +16.6% | +32.0% | +42.2% |
| YTD | -12.1% | +41.7% | -53.9% | -18.9% |
| 1Y | +14.5% | +35.4% | -20.9% | +6.2% |
| 3Y | -6.1% | +57.3% | -63.5% | -16.6% |
| 5Y | -27.3% | +241.0% | -268.3% | -41.8% |
| All | +1,049.8% | +40.9% | +1,008.9% | +817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling