-21.0%
MDLN vs FHN
+5.6%
-26.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.1% |
| 7D | -11.5% | -0.8% | -10.7% | -11.2% |
| 30D | -7.6% | -2.6% | -4.9% | -6.7% |
| 3M | -11.4% | +0.8% | -12.2% | -11.1% |
| 6M | -24.5% | +9.2% | -33.7% | -25.6% |
| YTD | -22.9% | +5.1% | -28.0% | -21.1% |
| All | -21.0% | +5.6% | -26.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling