-71.9%
FLNC vs MLM
+18.7%
-90.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.3% | +4.5% |
| 7D | -7.9% | -4.1% | -3.7% | -5.2% |
| 30D | -31.3% | +8.2% | -39.5% | -34.2% |
| 3M | -60.1% | -3.6% | -56.5% | -59.1% |
| 6M | -61.1% | -15.6% | -45.6% | -57.7% |
| YTD | -73.4% | -16.4% | -56.9% | -70.7% |
| 1Y | -73.4% | -14.3% | -59.1% | -71.1% |
| 3Y | -71.9% | +19.3% | -91.2% | -80.7% |
| All | -71.9% | +18.7% | -90.6% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling