+17.0%
MCD vs FLNC
-69.1%
+86.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -2.8% | -4.9% | +2.0% | -2.8% |
| 30D | -6.0% | -27.3% | +21.2% | -5.9% |
| 3M | -5.6% | -61.9% | +56.3% | -5.1% |
| 6M | -21.9% | -34.5% | +12.6% | -22.1% |
| YTD | -14.7% | -47.7% | +33.0% | -14.9% |
| 1Y | -17.3% | +53.3% | -70.6% | -19.4% |
| 3Y | -2.2% | -62.4% | +60.3% | -3.0% |
| All | +17.0% | -69.1% | +86.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling