-70.4%
FLNC vs MLM
+37.7%
-108.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.5% |
| 7D | -4.9% | -2.9% | -2.0% | -2.4% |
| 30D | -27.3% | -6.8% | -20.4% | -22.5% |
| 3M | -61.9% | -11.2% | -50.6% | -58.4% |
| 6M | -34.5% | -21.8% | -12.7% | -21.1% |
| YTD | -47.7% | -17.0% | -30.7% | -40.4% |
| 1Y | +53.3% | -16.4% | +69.7% | +73.7% |
| 3Y | -62.4% | +14.5% | -76.9% | -71.4% |
| All | -70.4% | +37.7% | -108.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling