+49.3%
FLNC vs MLM
-18.7%
+68.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.6% | -7.7% |
| 7D | -4.2% | -2.7% | -1.4% | -3.1% |
| 30D | -20.0% | -8.3% | -11.7% | -17.4% |
| 3M | -56.9% | -12.0% | -44.9% | -55.0% |
| 6M | -35.5% | -17.6% | -17.9% | -31.4% |
| YTD | -48.8% | -18.9% | -30.0% | -44.6% |
| 1Y | +49.3% | -17.6% | +66.9% | +70.3% |
| All | +49.3% | -18.7% | +68.0% | +70.3% |
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 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