-72.3%
FLNC vs MKC
-29.1%
-43.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.3% |
| 7D | -5.0% | -2.8% | -2.2% | -5.2% |
| 30D | -26.1% | -3.4% | -22.7% | -26.2% |
| 3M | -55.2% | +3.8% | -58.9% | -55.0% |
| 6M | -42.6% | -17.9% | -24.7% | -41.2% |
| YTD | -51.0% | -23.6% | -27.4% | -49.6% |
| 1Y | +43.3% | -23.1% | +66.4% | +47.0% |
| 3Y | -63.4% | -31.5% | -31.9% | -62.3% |
| All | -72.3% | -29.1% | -43.2% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling