+48.0%
MP vs FLNC
-71.1%
+119.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.2% | -4.4% |
| 7D | -4.6% | -5.0% | +0.4% | -3.4% |
| 30D | -7.1% | -26.1% | +19.0% | +0.1% |
| 3M | -4.0% | -55.2% | +51.2% | +15.8% |
| 6M | -16.7% | -42.6% | +25.9% | -11.2% |
| YTD | +1.6% | -51.0% | +52.6% | +9.0% |
| 1Y | -17.8% | +43.3% | -61.2% | -37.0% |
| 3Y | +139.6% | -63.4% | +203.0% | +124.8% |
| All | +48.0% | -71.1% | +119.1% | +52.6% |
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