-20.7%
MDLN vs FLR
+26.6%
-47.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -11.1% | -3.5% | -7.6% | -10.8% |
| 30D | -8.4% | +4.2% | -12.5% | -8.7% |
| 3M | -12.4% | +8.1% | -20.5% | -13.0% |
| 6M | -23.3% | +21.5% | -44.8% | -24.8% |
| YTD | -22.5% | +36.8% | -59.3% | -16.4% |
| All | -20.7% | +26.6% | -47.3% | -15.7% |
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