+10.5%
MCD vs FHN
+114.0%
-103.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +7.1% | -1.0% | +8.1% | +7.2% |
| 30D | +19.8% | +0.2% | +19.6% | +19.8% |
| 3M | +0.8% | -9.0% | +9.8% | +1.2% |
| 6M | -1.3% | -6.8% | +5.5% | -1.1% |
| YTD | -7.8% | -1.5% | -6.2% | -7.8% |
| 1Y | -5.0% | +10.9% | -15.9% | -5.3% |
| 3Y | +10.5% | +119.4% | -108.8% | +5.5% |
| All | +10.5% | +114.0% | -103.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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