+4.7%
MDT vs FLNC
+53.3%
-48.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.2% |
| 7D | +3.2% | -4.9% | +8.1% | +3.1% |
| 30D | +9.5% | -27.3% | +36.8% | +8.8% |
| 3M | +16.0% | -61.9% | +77.9% | +14.4% |
| 6M | +0.2% | -34.5% | +34.7% | -0.7% |
| YTD | -0.3% | -47.7% | +47.4% | -1.5% |
| 1Y | +4.7% | +53.3% | -48.6% | +7.0% |
| All | +4.7% | +53.3% | -48.6% | +7.0% |
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 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