-15.4%
MDLN vs FHN
+5.2%
-20.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.8% |
| 7D | -1.2% | +2.7% | -3.9% | -2.1% |
| 30D | -1.5% | -3.1% | +1.6% | -0.4% |
| 3M | +2.6% | +2.3% | +0.3% | +2.6% |
| 6M | -20.9% | +9.7% | -30.6% | -22.0% |
| YTD | -17.4% | +4.7% | -22.1% | -15.4% |
| All | -15.4% | +5.2% | -20.6% | -13.3% |
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