+24.2%
MDT vs FLR
+52.3%
-28.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -1.6% | -6.9% | +5.3% | -1.2% |
| 30D | +1.0% | +1.1% | -0.1% | +1.0% |
| 3M | +15.2% | +14.3% | +0.9% | +13.9% |
| 6M | +3.7% | +19.1% | -15.4% | +2.1% |
| YTD | -3.0% | +35.1% | -38.1% | -5.4% |
| 1Y | +2.5% | +29.5% | -27.0% | -0.1% |
| All | +24.2% | +52.3% | -28.1% | +14.1% |
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