+7,389.9%
MCO vs FHN
+444.0%
+6,945.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | -2.7% | +2.7% | -5.4% | -3.6% |
| 30D | +0.9% | -3.1% | +4.0% | +1.9% |
| 3M | +8.7% | +2.3% | +6.3% | +7.7% |
| 6M | +2.4% | +9.7% | -7.3% | -1.0% |
| YTD | -5.2% | +4.7% | -9.9% | -7.1% |
| 1Y | -4.4% | +13.8% | -18.1% | -9.3% |
| 3Y | +45.1% | +131.6% | -86.4% | +6.4% |
| 5Y | +31.5% | +91.1% | -59.7% | -5.4% |
| 10Y | +380.7% | +126.6% | +254.1% | +192.7% |
| All | +7,389.9% | +444.0% | +6,945.9% | +3,229.7% |
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