+474.8%
FHN vs MDY
+2,594.0%
-2,119.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | +2.1% | +2.3% | -0.1% | -0.4% |
| 30D | +3.8% | +2.0% | +1.8% | +1.4% |
| 3M | -8.9% | -5.6% | -3.3% | -3.1% |
| 6M | +1.8% | +1.3% | +0.5% | -0.1% |
| YTD | +0.6% | +12.3% | -11.7% | -12.1% |
| 1Y | +12.9% | +15.8% | -2.9% | -4.5% |
| 3Y | +126.4% | +56.5% | +69.9% | +39.5% |
| 5Y | +62.3% | +35.1% | +27.2% | +13.9% |
| 10Y | +84.0% | +167.4% | -83.4% | -32.8% |
| All | +474.8% | +2,594.0% | -2,119.1% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling