+150.9%
MP vs FLNC
-62.1%
+213.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -0.2% |
| 7D | -0.7% | -4.2% | +3.4% | +0.1% |
| 30D | -0.7% | -20.0% | +19.3% | +4.0% |
| 3M | 0.0% | -56.9% | +56.9% | +17.6% |
| 6M | -10.0% | -35.5% | +25.6% | -6.7% |
| YTD | +7.5% | -48.8% | +56.3% | +14.2% |
| 1Y | -14.0% | +49.3% | -63.3% | -29.2% |
| All | +150.9% | -62.1% | +213.1% | +147.7% |
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