-86.0%
FLNC vs MLM
+41.3%
-127.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -8.6% |
| 7D | -10.7% | -2.9% | -7.9% | -7.8% |
| 30D | -33.9% | +10.4% | -44.3% | -39.4% |
| 3M | -61.2% | -3.7% | -57.5% | -59.8% |
| 6M | -79.7% | -10.3% | -69.4% | -78.2% |
| YTD | -75.2% | -14.8% | -60.4% | -72.4% |
| 1Y | -77.5% | -13.9% | -63.6% | -75.0% |
| 3Y | -71.4% | +18.4% | -89.7% | -78.8% |
| 5Y | -85.6% | +31.8% | -117.4% | -90.5% |
| All | -86.0% | +41.3% | -127.2% | -90.9% |
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