+5,979.9%
MCD vs FHN
+1,824.4%
+4,155.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -6.0% | -4.7% | -1.3% | -5.3% |
| 3M | -5.6% | +3.5% | -9.1% | -6.2% |
| 6M | -21.9% | +7.8% | -29.7% | -22.9% |
| YTD | -14.7% | +5.9% | -20.6% | -15.7% |
| 1Y | -17.3% | +12.5% | -29.7% | -19.3% |
| 3Y | -2.2% | +117.2% | -119.4% | -16.0% |
| 5Y | +20.3% | +86.5% | -66.3% | +1.9% |
| 10Y | +180.7% | +125.7% | +55.0% | +116.9% |
| All | +5,979.9% | +1,824.4% | +4,155.5% | +1,940.0% |
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