-40.5%
MDB vs FHN
+61.2%
-101.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | +6.8% | +2.1% | +4.7% | +6.3% |
| 30D | -6.2% | +3.8% | -10.0% | -7.1% |
| 3M | -29.2% | -8.9% | -20.3% | -27.6% |
| 6M | +10.3% | +1.8% | +8.5% | +9.4% |
| YTD | -20.4% | +0.6% | -21.0% | -20.8% |
| 1Y | -4.8% | +12.9% | -17.8% | -8.2% |
| 3Y | -11.6% | +126.4% | -138.0% | -24.1% |
| All | -40.5% | +61.2% | -101.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling