-86.6%
FLNC vs MLM
+37.4%
-124.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.5% |
| 7D | -11.2% | -0.9% | -10.3% | -10.4% |
| 30D | -24.6% | +9.0% | -33.7% | -30.1% |
| 3M | -64.6% | -5.6% | -59.0% | -62.7% |
| 6M | -78.8% | -10.7% | -68.1% | -77.2% |
| YTD | -76.3% | -17.2% | -59.2% | -73.0% |
| 1Y | -71.2% | -14.2% | -57.0% | -68.2% |
| 3Y | -71.9% | +15.6% | -87.5% | -78.8% |
| 5Y | -87.5% | +26.2% | -113.8% | -91.5% |
| All | -86.6% | +37.4% | -124.0% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling