+56.6%
MP vs FLNC
-69.8%
+126.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | +0.2% |
| 7D | -0.7% | -4.2% | +3.4% | +0.2% |
| 30D | -0.7% | -20.0% | +19.3% | +4.9% |
| 3M | 0.0% | -56.9% | +56.9% | +21.6% |
| 6M | -10.0% | -35.5% | +25.6% | -7.0% |
| YTD | +7.5% | -48.8% | +56.3% | +14.1% |
| 1Y | -14.0% | +49.3% | -63.3% | -34.8% |
| 3Y | +153.5% | -61.8% | +215.3% | +135.2% |
| All | +56.6% | -69.8% | +126.4% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling