+61.5%
FHN vs MDY
+35.5%
+25.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.6% |
| 7D | +1.3% | +3.0% | -1.8% | -1.5% |
| 30D | +2.8% | +0.8% | +2.0% | +1.9% |
| 3M | -8.9% | -5.1% | -3.8% | -4.5% |
| 6M | -0.7% | +1.2% | -1.9% | -2.1% |
| YTD | +0.1% | +12.5% | -12.4% | -10.6% |
| 1Y | +10.4% | +13.8% | -3.4% | -2.3% |
| 3Y | +128.8% | +56.4% | +72.4% | +60.7% |
| 5Y | +61.5% | +35.3% | +26.2% | +32.6% |
| All | +61.5% | +35.5% | +25.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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