-19.5%
MDT vs FHN
+90.1%
-109.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.3% | 0.0% | -0.4% | -0.3% |
| 30D | +2.8% | -2.6% | +5.4% | +3.0% |
| 3M | +13.1% | 0.0% | +13.1% | +13.0% |
| 6M | +2.3% | +9.2% | -6.9% | +1.3% |
| YTD | -2.7% | +4.3% | -7.0% | -3.3% |
| 1Y | +0.9% | +10.8% | -9.9% | -0.5% |
| 3Y | +26.8% | +130.7% | -103.9% | +16.4% |
| 5Y | -19.5% | +87.4% | -106.8% | -28.8% |
| All | -19.5% | +90.1% | -109.5% | -28.8% |
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