+1,010.1%
MDB vs FHN
+78.7%
+931.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | -18.0% | +2.7% | -20.7% | -18.5% |
| 30D | -10.7% | -3.1% | -7.6% | -10.2% |
| 3M | +1.0% | +2.3% | -1.4% | +0.3% |
| 6M | +31.6% | +9.7% | +21.9% | +28.6% |
| YTD | -15.2% | +4.7% | -19.9% | -16.2% |
| 1Y | +10.1% | +13.8% | -3.6% | +6.7% |
| 3Y | -5.6% | +131.6% | -137.2% | -19.2% |
| 5Y | -24.5% | +91.1% | -115.7% | -35.4% |
| All | +1,010.1% | +78.7% | +931.4% | +867.9% |
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 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