+341.2%
MCK vs FLNC
-70.4%
+411.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | -2.9% | -4.1% | +1.1% | -3.0% |
| 30D | +0.4% | -24.8% | +25.2% | -0.4% |
| 3M | +12.1% | -59.1% | +71.2% | +9.8% |
| 6M | -5.4% | -42.0% | +36.5% | -6.1% |
| YTD | +7.8% | -49.8% | +57.6% | +6.6% |
| 1Y | +22.9% | +43.1% | -20.1% | +23.5% |
| 3Y | +110.7% | -61.0% | +171.7% | +111.8% |
| All | +341.2% | -70.4% | +411.5% | +351.6% |
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