-20.7%
MDLN vs FLNC
-54.3%
+33.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.0% | +0.5% |
| 7D | -11.1% | -4.1% | -7.0% | -11.2% |
| 30D | -8.4% | -24.8% | +16.4% | -9.2% |
| 3M | -12.4% | -59.1% | +46.7% | -15.7% |
| 6M | -23.3% | -42.0% | +18.7% | -24.1% |
| YTD | -22.5% | -49.8% | +27.3% | -21.6% |
| All | -20.7% | -54.3% | +33.6% | -19.0% |
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