+32.7%
MMM vs FLNC
-67.0%
+99.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.3% | -0.9% |
| 7D | -1.6% | +6.0% | -7.5% | -1.9% |
| 30D | -8.0% | -16.3% | +8.3% | -7.3% |
| 3M | +9.4% | -54.1% | +63.5% | +13.0% |
| 6M | +10.2% | -25.3% | +35.5% | +9.5% |
| YTD | +6.1% | -44.2% | +50.3% | +6.1% |
| 1Y | +10.8% | +53.1% | -42.3% | +1.6% |
| 3Y | +104.8% | -58.3% | +163.1% | +92.8% |
| All | +32.7% | -67.0% | +99.8% | +20.8% |
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