+6,609.6%
MCD vs FHN
+1,730.5%
+4,879.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +7.3% | +0.9% | +6.4% | +7.1% |
| 30D | +20.0% | +2.1% | +17.9% | +19.6% |
| 3M | +3.8% | -6.0% | +9.8% | +4.8% |
| 6M | +3.8% | -2.9% | +6.7% | +4.2% |
| YTD | -5.9% | +0.7% | -6.6% | -6.3% |
| 1Y | -3.2% | +11.0% | -14.2% | -5.2% |
| 3Y | +13.3% | +130.3% | -117.0% | -3.6% |
| 5Y | +25.2% | +61.3% | -36.0% | +8.9% |
| 10Y | +213.3% | +89.6% | +123.7% | +149.2% |
| All | +6,609.6% | +1,730.5% | +4,879.1% | +2,169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling