+30.7%
MMM vs FLNC
-70.4%
+101.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | -2.1% | -4.1% | +1.9% | -2.0% |
| 30D | -9.8% | -24.8% | +14.9% | -8.7% |
| 3M | +4.9% | -59.1% | +64.0% | +9.1% |
| 6M | +7.3% | -42.0% | +49.3% | +8.0% |
| YTD | +4.5% | -49.8% | +54.3% | +5.0% |
| 1Y | +5.4% | +43.1% | -37.7% | -3.2% |
| 3Y | +98.6% | -61.0% | +159.5% | +87.3% |
| All | +30.7% | -70.4% | +101.0% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling