-2.6%
MCD vs FLNC
-62.1%
+59.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -1.0% |
| 7D | -2.9% | -4.2% | +1.3% | -2.9% |
| 30D | -6.7% | -20.0% | +13.3% | -6.8% |
| 3M | -9.6% | -56.9% | +47.3% | -9.8% |
| 6M | -22.3% | -35.5% | +13.2% | -22.6% |
| YTD | -15.4% | -48.8% | +33.4% | -15.8% |
| 1Y | -16.8% | +49.3% | -66.1% | -18.3% |
| All | -2.6% | -62.1% | +59.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling