+144.0%
MP vs FLNC
-72.1%
+216.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.1% | +5.7% | -1.5% |
| 7D | -3.6% | -10.7% | +7.1% | -1.7% |
| 30D | -21.0% | -33.9% | +12.9% | -14.2% |
| 3M | -33.3% | -61.2% | +27.9% | -19.7% |
| 6M | -45.9% | -79.7% | +33.7% | -27.9% |
| YTD | -27.8% | -75.2% | +47.3% | -11.7% |
| 1Y | -43.2% | -77.5% | +34.3% | -29.7% |
| 3Y | +144.0% | -71.4% | +215.4% | +155.6% |
| All | +144.0% | -72.1% | +216.1% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling