-71.1%
FLNC vs MTB
+86.6%
-157.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.1% | -8.2% |
| 7D | -4.2% | +1.1% | -5.2% | -4.8% |
| 30D | -20.0% | -4.6% | -15.4% | -18.0% |
| 3M | -56.9% | +6.3% | -63.1% | -58.5% |
| 6M | -35.5% | +15.6% | -51.1% | -41.4% |
| YTD | -48.8% | +20.6% | -69.4% | -54.9% |
| 1Y | +49.3% | +22.5% | +26.7% | +30.4% |
| 3Y | -61.8% | +114.4% | -176.2% | -76.4% |
| All | -71.1% | +86.6% | -157.7% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling