-12.1%
MDT vs FLNC
-71.1%
+59.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | -0.2% |
| 7D | -1.6% | -5.0% | +3.4% | -1.5% |
| 30D | +1.0% | -26.1% | +27.1% | +1.6% |
| 3M | +15.2% | -55.2% | +70.4% | +16.9% |
| 6M | +3.7% | -42.6% | +46.3% | +3.6% |
| YTD | -3.0% | -51.0% | +48.0% | -3.1% |
| 1Y | +2.5% | +43.3% | -40.9% | -3.0% |
| 3Y | +26.5% | -63.4% | +89.9% | +22.3% |
| All | -12.1% | -71.1% | +59.0% | -16.9% |
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