+180.2%
MDT vs FLR
+609.6%
-429.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +6.0% | -0.7% | +6.7% | +5.9% |
| 3M | +15.5% | +14.3% | +1.2% | +12.3% |
| 6M | +3.4% | +25.6% | -22.2% | -1.5% |
| YTD | -2.2% | +42.9% | -45.0% | -8.9% |
| 1Y | +2.6% | +38.7% | -36.2% | -4.5% |
| 3Y | +27.5% | +61.8% | -34.3% | +11.6% |
| 5Y | -20.1% | +254.1% | -274.2% | -40.5% |
| 10Y | +39.1% | +20.0% | +19.0% | +6.6% |
| All | +180.2% | +609.6% | -429.4% | +34.2% |
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