-36.0%
MKC vs FHN
+61.2%
-97.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -3.0% | +2.1% | -5.1% | -3.1% |
| 30D | +4.8% | +3.8% | +1.0% | +4.6% |
| 3M | -12.8% | -8.9% | -3.9% | -12.4% |
| 6M | +5.0% | +1.8% | +3.2% | +4.9% |
| YTD | -29.1% | +0.6% | -29.6% | -29.1% |
| 1Y | -26.4% | +12.9% | -39.3% | -26.9% |
| 3Y | -21.6% | +126.4% | -148.0% | -24.6% |
| All | -36.0% | +61.2% | -97.1% | -36.6% |
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