+6.9%
MCO vs FLNC
-74.3%
+81.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.9% | +13.5% | -2.4% |
| 7D | +5.4% | -16.3% | +21.8% | +5.5% |
| 30D | +13.9% | -36.6% | +50.5% | +14.0% |
| 3M | +6.7% | -64.2% | +70.9% | +6.7% |
| 6M | +13.9% | -59.9% | +73.7% | +13.4% |
| YTD | +1.6% | -74.2% | +75.8% | +2.0% |
| 1Y | +6.9% | -75.4% | +82.3% | +7.5% |
| All | +6.9% | -74.3% | +81.1% | +7.5% |
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