-20.7%
MDLN vs FHN
+5.0%
-25.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -11.1% | -1.2% | -9.9% | -10.7% |
| 30D | -8.4% | -4.8% | -3.6% | -6.8% |
| 3M | -12.4% | -0.7% | -11.7% | -11.8% |
| 6M | -23.3% | +10.6% | -33.9% | -24.5% |
| YTD | -22.5% | +4.6% | -27.1% | -20.6% |
| All | -20.7% | +5.0% | -25.7% | -18.7% |
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