Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MPC vs FLR✓SelectedUSD · FLRMPC vs FLR performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
FLR return
+18.9%
Excess return
+1,115.2%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+2.3%+0.8%+1.5%+2.1%
7D+3.9%+0.7%+3.2%+3.7%
30D+33.8%-0.7%+34.4%+33.5%
3M+49.9%+14.3%+35.5%+42.5%
6M+80.9%+25.6%+55.3%+65.4%
YTD+147.4%+42.9%+104.6%+116.8%
1Y+123.2%+38.7%+84.5%+95.4%
3Y+171.7%+61.8%+110.0%+113.6%
5Y+678.6%+254.1%+424.5%+369.1%
10Y+1,134.0%+20.0%+1,114.0%+788.4%
All+1,134.0%+18.9%+1,115.2%+788.4%

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 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