+37.0%
MDT vs FLR
+19.7%
+17.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -3.4% | -3.5% | +0.1% | -3.0% |
| 30D | +0.2% | +4.2% | -4.0% | -0.3% |
| 3M | +14.3% | +8.1% | +6.2% | +12.6% |
| 6M | +4.0% | +21.5% | -17.5% | +0.7% |
| YTD | -3.7% | +36.8% | -40.4% | -8.3% |
| 1Y | -0.4% | +31.2% | -31.6% | -5.0% |
| 3Y | +23.3% | +53.9% | -30.6% | +12.1% |
| 5Y | -18.9% | +243.0% | -261.9% | -35.0% |
| All | +37.0% | +19.7% | +17.3% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling