+1,049.8%
MDB vs FHN
+80.6%
+969.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | +1.2% | -18.6% | -17.7% |
| 30D | -2.0% | -4.7% | +2.7% | -1.1% |
| 3M | -3.0% | +3.5% | -6.6% | -3.9% |
| 6M | +48.7% | +7.8% | +40.9% | +45.8% |
| YTD | -12.1% | +5.9% | -18.0% | -13.4% |
| 1Y | +14.5% | +12.5% | +2.0% | +11.2% |
| 3Y | -6.1% | +117.2% | -123.4% | -18.9% |
| 5Y | -27.3% | +86.5% | -113.9% | -37.5% |
| All | +1,049.8% | +80.6% | +969.2% | +900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling