+44.4%
MGY vs FLNC
-70.4%
+114.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | +3.5% | -4.1% | +7.6% | +3.8% |
| 30D | +5.3% | -24.8% | +30.0% | +7.4% |
| 3M | +2.6% | -59.1% | +61.7% | +9.3% |
| 6M | -3.3% | -42.0% | +38.7% | -2.7% |
| YTD | +29.2% | -49.8% | +79.0% | +29.8% |
| 1Y | +18.0% | +43.1% | -25.1% | +1.9% |
| 3Y | +30.0% | -61.0% | +91.0% | +18.1% |
| All | +44.4% | -70.4% | +114.7% | +32.0% |
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