+920.8%
MDB vs FHN
+71.6%
+849.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.2% |
| 7D | -0.9% | -0.5% | -0.5% | -0.8% |
| 30D | -15.2% | +1.9% | -17.1% | -15.5% |
| 3M | -17.9% | -6.9% | -11.0% | -16.7% |
| 6M | +9.3% | -3.1% | +12.4% | +9.8% |
| YTD | -22.0% | +0.6% | -22.6% | -22.3% |
| 1Y | -9.3% | +12.4% | -21.7% | -11.8% |
| 3Y | -10.4% | +133.7% | -144.1% | -23.1% |
| 5Y | -43.2% | +61.4% | -104.6% | -49.8% |
| All | +920.8% | +71.6% | +849.2% | +797.5% |
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