+7,983.2%
MDT vs FHN
+1,824.4%
+6,158.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | +1.2% | +2.0% | +3.0% |
| 30D | +9.5% | -4.7% | +14.2% | +10.5% |
| 3M | +16.0% | +3.5% | +12.4% | +15.1% |
| 6M | +0.2% | +7.8% | -7.6% | -1.4% |
| YTD | -0.3% | +5.9% | -6.2% | -1.7% |
| 1Y | +4.7% | +12.5% | -7.8% | +1.8% |
| 3Y | +26.5% | +117.2% | -90.7% | +6.1% |
| 5Y | -18.2% | +86.5% | -104.7% | -32.3% |
| 10Y | +40.0% | +125.7% | -85.7% | +5.0% |
| All | +7,983.2% | +1,824.4% | +6,158.8% | +2,841.8% |
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