-71.1%
FLNC vs MLM
+34.5%
-105.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.6% | -6.8% |
| 7D | -4.2% | -2.7% | -1.4% | -1.7% |
| 30D | -20.0% | -8.3% | -11.7% | -13.5% |
| 3M | -56.9% | -12.0% | -44.9% | -52.4% |
| 6M | -35.5% | -17.6% | -17.9% | -26.6% |
| YTD | -48.8% | -18.9% | -30.0% | -40.5% |
| 1Y | +49.3% | -17.6% | +66.9% | +71.1% |
| 3Y | -61.8% | +16.8% | -78.6% | -71.8% |
| All | -71.1% | +34.5% | -105.6% | -80.3% |
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