+875.5%
MDB vs FHN
+68.0%
+807.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.1% | +2.8% |
| 7D | -11.4% | -1.0% | -10.4% | -11.2% |
| 30D | -13.8% | +0.2% | -14.0% | -13.9% |
| 3M | -15.5% | -9.0% | -6.5% | -13.9% |
| 6M | +17.9% | -6.8% | +24.8% | +19.3% |
| YTD | -25.5% | -1.5% | -23.9% | -25.4% |
| 1Y | -12.1% | +10.9% | -23.0% | -14.2% |
| 3Y | -5.9% | +119.4% | -125.2% | -18.4% |
| 5Y | -43.7% | +57.5% | -101.2% | -49.9% |
| All | +875.5% | +68.0% | +807.5% | +761.3% |
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