-33.5%
MKC vs FHN
+90.1%
-123.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.3% | 0.0% | -4.4% | -4.3% |
| 30D | -3.1% | -2.6% | -0.5% | -3.0% |
| 3M | +6.8% | 0.0% | +6.8% | +6.8% |
| 6M | -18.3% | +9.2% | -27.6% | -18.7% |
| YTD | -23.1% | +4.3% | -27.4% | -23.3% |
| 1Y | -23.7% | +10.8% | -34.4% | -24.2% |
| 3Y | -31.0% | +130.7% | -161.7% | -34.0% |
| 5Y | -33.5% | +87.4% | -120.9% | -36.0% |
| All | -33.5% | +90.1% | -123.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling