-16.4%
MLM vs FHN
+13.2%
-29.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | +1.2% | -4.1% | -3.4% |
| 30D | -6.8% | -4.7% | -2.1% | -5.0% |
| 3M | -11.2% | +3.5% | -14.8% | -12.5% |
| 6M | -21.8% | +7.8% | -29.7% | -24.3% |
| YTD | -17.0% | +5.9% | -22.9% | -19.2% |
| 1Y | -16.4% | +12.5% | -28.8% | -20.2% |
| All | -16.4% | +13.2% | -29.5% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling