+15.8%
MCD vs FLNC
-71.1%
+86.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | -0.2% |
| 7D | -2.5% | -5.0% | +2.5% | -2.5% |
| 30D | -7.0% | -26.1% | +19.0% | -6.9% |
| 3M | -9.8% | -55.2% | +45.4% | -9.4% |
| 6M | -21.8% | -42.6% | +20.8% | -21.9% |
| YTD | -15.6% | -51.0% | +35.4% | -15.7% |
| 1Y | -15.2% | +43.3% | -58.5% | -17.3% |
| 3Y | -2.6% | -63.4% | +60.8% | -3.5% |
| All | +15.8% | -71.1% | +86.9% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling