+40.9%
MCO vs FHN
+130.7%
-89.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -1.7% | -2.6% | +0.9% | -1.0% |
| 3M | +3.9% | +0.8% | +3.1% | +3.5% |
| 6M | +3.8% | +9.2% | -5.4% | +0.7% |
| YTD | -7.9% | +5.1% | -13.0% | -9.8% |
| 1Y | -6.8% | +12.2% | -19.1% | -11.0% |
| All | +40.9% | +130.7% | -89.7% | +9.9% |
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 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