-77.5%
FLNC vs MLM
-12.9%
-64.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -8.8% |
| 7D | -10.7% | -2.9% | -7.9% | -9.0% |
| 30D | -33.9% | +10.4% | -44.3% | -36.2% |
| 3M | -61.2% | -3.7% | -57.5% | -60.5% |
| 6M | -79.7% | -10.3% | -69.4% | -78.8% |
| YTD | -75.2% | -14.8% | -60.4% | -75.8% |
| 1Y | -77.5% | -13.9% | -63.6% | -78.2% |
| All | -77.5% | -12.9% | -64.5% | -78.2% |
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