+10.1%
MDB vs FHN
+13.8%
-3.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -18.0% | +2.7% | -20.7% | -18.4% |
| 30D | -10.7% | -3.1% | -7.6% | -10.1% |
| 3M | +1.0% | +2.3% | -1.4% | +0.4% |
| 6M | +31.6% | +9.7% | +21.9% | +26.5% |
| YTD | -15.2% | +4.7% | -19.9% | -16.1% |
| 1Y | +10.1% | +13.8% | -3.6% | +8.9% |
| All | +10.1% | +13.8% | -3.7% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling