+25.1%
MKC vs FHN
+81.8%
-56.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.0% | +2.1% | -5.1% | -3.2% |
| 30D | +4.8% | +3.8% | +1.0% | +4.5% |
| 3M | -12.8% | -8.9% | -3.9% | -12.1% |
| 6M | +5.0% | +1.8% | +3.2% | +4.9% |
| YTD | -29.1% | +0.6% | -29.6% | -29.2% |
| 1Y | -26.4% | +12.9% | -39.3% | -27.2% |
| 3Y | -21.6% | +126.4% | -148.0% | -27.7% |
| 5Y | -35.2% | +62.3% | -97.5% | -39.6% |
| All | +25.1% | +81.8% | -56.7% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling