-15.0%
MP vs FLNC
+53.3%
-68.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | -2.9% | -4.9% | +2.0% | -1.8% |
| 30D | +13.8% | -27.3% | +41.1% | +21.5% |
| 3M | -16.7% | -61.9% | +45.2% | +0.1% |
| 6M | -11.5% | -34.5% | +23.0% | -7.7% |
| YTD | +7.9% | -47.7% | +55.6% | +15.0% |
| 1Y | -15.0% | +53.3% | -68.4% | -17.2% |
| All | -15.0% | +53.3% | -68.4% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling