+23.3%
MDT vs FLNC
-62.9%
+86.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.7% |
| 7D | -3.4% | -4.1% | +0.6% | -3.4% |
| 30D | +0.2% | -24.8% | +25.0% | +0.3% |
| 3M | +14.3% | -59.1% | +73.4% | +14.9% |
| 6M | +4.0% | -42.0% | +46.0% | +3.6% |
| YTD | -3.7% | -49.8% | +46.1% | -4.2% |
| 1Y | -0.4% | +43.1% | -43.4% | -4.5% |
| 3Y | +23.3% | -61.0% | +84.3% | +18.6% |
| All | +23.3% | -62.9% | +86.2% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling