-61.0%
FLNC vs MKC
-31.4%
-29.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.6% |
| 7D | -4.1% | -1.5% | -2.6% | -4.3% |
| 30D | -24.8% | -3.1% | -21.7% | -25.2% |
| 3M | -59.1% | +5.2% | -64.3% | -58.5% |
| 6M | -42.0% | -12.8% | -29.1% | -40.7% |
| YTD | -49.8% | -23.3% | -26.5% | -48.5% |
| 1Y | +43.1% | -24.1% | +67.2% | +47.3% |
| 3Y | -61.0% | -32.1% | -28.8% | -55.7% |
| All | -61.0% | -31.4% | -29.6% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling