-30.4%
MKC vs FHN
+134.1%
-164.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.2% |
| 7D | -4.3% | +2.7% | -7.0% | -4.6% |
| 30D | -2.0% | -3.1% | +1.1% | -1.7% |
| 3M | +10.0% | +2.3% | +7.7% | +9.8% |
| 6M | -18.5% | +9.7% | -28.3% | -19.2% |
| YTD | -22.4% | +4.7% | -27.2% | -22.8% |
| 1Y | -23.6% | +13.8% | -37.4% | -24.8% |
| 3Y | -30.4% | +131.6% | -162.0% | -39.1% |
| All | -30.4% | +134.1% | -164.6% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling