+30.7%
MCO vs FHN
+87.1%
-56.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -3.8% | -1.9% | -1.9% | -3.4% |
| 30D | -0.4% | -5.4% | +5.1% | +0.6% |
| 3M | +7.7% | -1.4% | +9.1% | +7.9% |
| 6M | +7.0% | +9.9% | -2.9% | +5.0% |
| YTD | -6.4% | +3.9% | -10.3% | -7.3% |
| 1Y | -7.6% | +10.6% | -18.2% | -9.7% |
| 3Y | +43.2% | +130.7% | -87.4% | +26.8% |
| All | +30.7% | +87.1% | -56.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling