+8,801.5%
MDT vs FHN
+1,728.2%
+7,073.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +1.0% | +2.1% | -1.1% | +0.6% |
| 30D | +9.2% | +3.8% | +5.4% | +8.4% |
| 3M | +14.5% | -8.9% | +23.4% | +16.6% |
| 6M | +37.3% | +1.8% | +35.5% | +36.7% |
| YTD | +9.8% | +0.6% | +9.2% | +9.4% |
| 1Y | +10.5% | +12.9% | -2.4% | +7.6% |
| 3Y | +57.4% | +126.4% | -68.9% | +31.2% |
| 5Y | +1.2% | +62.3% | -61.1% | -13.8% |
| 10Y | +63.2% | +84.0% | -20.7% | +27.4% |
| All | +8,801.5% | +1,728.2% | +7,073.3% | +3,172.8% |
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 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