+959.5%
MDB vs FHN
+70.7%
+888.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +11.6% | +1.3% | +10.3% | +11.3% |
| 30D | -8.9% | +2.8% | -11.7% | -9.4% |
| 3M | -22.4% | -8.9% | -13.5% | -20.9% |
| 6M | +10.1% | -0.7% | +10.8% | +9.9% |
| YTD | -19.0% | +0.1% | -19.1% | -19.3% |
| 1Y | -7.0% | +10.4% | -17.4% | -9.2% |
| 3Y | -9.8% | +128.8% | -138.7% | -22.4% |
| 5Y | -40.1% | +61.5% | -101.5% | -46.9% |
| All | +959.5% | +70.7% | +888.8% | +832.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling