-18.2%
MDT vs FLR
+238.1%
-256.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -3.4% | -3.5% | +0.1% | -3.2% |
| 30D | +0.2% | +4.2% | -4.0% | -0.1% |
| 3M | +14.3% | +8.1% | +6.2% | +13.1% |
| 6M | +4.0% | +21.5% | -17.5% | +1.6% |
| YTD | -3.7% | +36.8% | -40.4% | -7.1% |
| 1Y | -0.4% | +31.2% | -31.6% | -3.8% |
| 3Y | +23.3% | +53.9% | -30.6% | +13.2% |
| All | -18.2% | +238.1% | -256.3% | -34.0% |
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