-68.4%
FLNC vs MKC
-18.2%
-50.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.4% | +4.8% | +13.6% |
| 7D | -2.1% | +9.6% | -11.7% | +4.1% |
| 30D | -20.8% | +12.0% | -32.8% | -14.2% |
| 3M | -61.3% | -2.0% | -59.3% | -61.9% |
| 6M | -50.9% | +7.2% | -58.1% | -46.3% |
| YTD | -69.4% | -23.7% | -45.6% | -72.7% |
| 1Y | -68.4% | -18.3% | -50.1% | -69.6% |
| All | -68.4% | -18.2% | -50.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling