+206.7%
MGY vs FHN
+91.1%
+115.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.9% |
| 7D | -0.9% | +2.7% | -3.6% | -2.3% |
| 30D | +10.1% | -3.1% | +13.2% | +11.6% |
| 3M | -1.5% | +2.3% | -3.8% | -3.3% |
| 6M | -4.9% | +9.7% | -14.7% | -10.8% |
| YTD | +27.7% | +4.7% | +23.0% | +22.2% |
| 1Y | +20.1% | +13.8% | +6.3% | +9.0% |
| 3Y | +24.9% | +131.6% | -106.7% | -26.0% |
| 5Y | +91.6% | +91.1% | +0.4% | +9.4% |
| All | +206.7% | +91.1% | +115.6% | +45.1% |
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