-68.4%
FLNC vs MLM
-11.4%
-57.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.4% | +7.8% | +9.4% |
| 7D | -2.1% | +9.1% | -11.2% | -5.3% |
| 30D | -20.8% | +14.6% | -35.4% | -24.9% |
| 3M | -61.3% | +0.3% | -61.6% | -61.5% |
| 6M | -50.9% | -7.5% | -43.4% | -50.0% |
| YTD | -69.4% | -10.2% | -59.1% | -70.1% |
| 1Y | -68.4% | -10.5% | -57.9% | -68.6% |
| All | -68.4% | -11.4% | -57.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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