+42,373.9%
MCHP vs FHN
+544.9%
+41,829.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | -4.1% | -4.7% | +0.6% | -2.6% |
| 3M | -22.5% | +3.5% | -26.1% | -23.5% |
| 6M | +7.3% | +7.8% | -0.5% | +4.8% |
| YTD | +18.4% | +5.9% | +12.5% | +16.1% |
| 1Y | +18.1% | +12.5% | +5.7% | +13.3% |
| 3Y | -2.8% | +117.2% | -120.0% | -24.1% |
| 5Y | +5.5% | +86.5% | -81.1% | -19.4% |
| 10Y | +185.8% | +125.7% | +60.1% | +93.9% |
| All | +42,373.9% | +544.9% | +41,829.0% | +17,350.8% |
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