-71.6%
FLNC vs MTB
+88.0%
-159.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.3% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -24.8% | -4.8% | -20.0% | -22.9% |
| 3M | -59.1% | +6.0% | -65.1% | -60.6% |
| 6M | -42.0% | +19.6% | -61.6% | -48.2% |
| YTD | -49.8% | +21.5% | -71.3% | -55.9% |
| 1Y | +43.1% | +24.7% | +18.4% | +23.8% |
| 3Y | -61.0% | +108.6% | -169.5% | -75.6% |
| All | -71.6% | +88.0% | -159.6% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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