-71.6%
FLNC vs MDY
+43.1%
-114.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +0.8% |
| 7D | -4.1% | -1.9% | -2.2% | 0.0% |
| 30D | -24.8% | -4.6% | -20.1% | -16.4% |
| 3M | -59.1% | -1.2% | -57.9% | -57.1% |
| 6M | -42.0% | +9.2% | -51.2% | -50.3% |
| YTD | -49.8% | +13.1% | -62.9% | -59.7% |
| 1Y | +43.1% | +13.0% | +30.1% | +19.0% |
| 3Y | -61.0% | +49.2% | -110.2% | -81.1% |
| All | -71.6% | +43.1% | -114.7% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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