-0.3%
MDT vs FHN
+61.0%
-61.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | +10.5% | +2.0% | +8.5% | +10.3% |
| 3M | +13.0% | -6.8% | +19.8% | +13.8% |
| 6M | +38.7% | -0.8% | +39.4% | +38.7% |
| YTD | +8.5% | +0.6% | +7.9% | +8.3% |
| 1Y | +10.0% | +11.5% | -1.5% | +8.6% |
| 3Y | +58.6% | +130.0% | -71.4% | +46.4% |
| 5Y | -0.3% | +60.8% | -61.1% | -8.0% |
| All | -0.3% | +61.0% | -61.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling