+8,693.3%
MDT vs FHN
+1,728.2%
+6,965.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | +10.5% | +2.0% | +8.5% | +10.1% |
| 3M | +13.0% | -6.8% | +19.8% | +14.5% |
| 6M | +38.7% | -0.8% | +39.4% | +38.8% |
| YTD | +8.5% | +0.6% | +7.9% | +8.1% |
| 1Y | +10.0% | +11.5% | -1.5% | +7.4% |
| 3Y | +58.6% | +130.0% | -71.4% | +31.8% |
| 5Y | -0.3% | +60.8% | -61.1% | -14.9% |
| 10Y | +61.3% | +84.0% | -22.7% | +25.8% |
| All | +8,693.3% | +1,728.2% | +6,965.2% | +3,132.9% |
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