-3.9%
MCD vs FLNC
-69.0%
+65.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.2% | -3.7% | +6.8% |
| 7D | +11.9% | -2.1% | +14.0% | +11.8% |
| 30D | +20.2% | -20.8% | +41.0% | +19.6% |
| 3M | +5.2% | -61.3% | +66.5% | +2.9% |
| 6M | 0.0% | -50.9% | +50.9% | -2.1% |
| YTD | -6.5% | -69.4% | +62.8% | -8.4% |
| 1Y | -3.9% | -68.4% | +64.5% | -6.7% |
| All | -3.9% | -69.0% | +65.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling