-71.6%
FLNC vs MTCH
-72.3%
+0.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.7% |
| 7D | -4.1% | +1.3% | -5.3% | -4.8% |
| 30D | -24.8% | +15.9% | -40.7% | -31.3% |
| 3M | -59.1% | +23.3% | -82.4% | -64.1% |
| 6M | -42.0% | +40.1% | -82.1% | -53.3% |
| YTD | -49.8% | +33.6% | -83.4% | -59.2% |
| 1Y | +43.1% | +14.1% | +29.0% | +27.8% |
| 3Y | -61.0% | +1.4% | -62.4% | -64.7% |
| All | -71.6% | -72.3% | +0.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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