+214.5%
MDT vs FLR
+513.8%
-299.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.0% |
| 7D | +1.0% | +5.4% | -4.3% | +0.2% |
| 30D | +9.2% | +2.8% | +6.3% | +8.4% |
| 3M | +14.5% | -6.4% | +20.9% | +15.1% |
| 6M | +37.3% | +8.8% | +28.5% | +33.7% |
| YTD | +9.8% | +23.6% | -13.8% | +4.1% |
| 1Y | +10.5% | +13.8% | -3.3% | +6.1% |
| 3Y | +57.4% | +36.5% | +21.0% | +41.2% |
| 5Y | +1.2% | +119.3% | -118.2% | -18.5% |
| 10Y | +63.2% | +8.0% | +55.3% | +27.1% |
| All | +214.5% | +513.8% | -299.3% | +53.4% |
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