+140.5%
MLM vs FHN
+80.9%
+59.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -2.0% | +1.3% | -3.2% | -2.4% |
| 30D | +9.5% | +2.8% | +6.7% | +8.5% |
| 3M | -4.7% | -8.9% | +4.2% | -1.5% |
| 6M | -10.7% | -0.7% | -10.0% | -10.5% |
| YTD | -16.6% | +0.1% | -16.6% | -16.7% |
| 1Y | -15.4% | +10.4% | -25.8% | -18.5% |
| 3Y | +15.9% | +128.8% | -112.9% | -16.5% |
| 5Y | +27.1% | +61.5% | -34.3% | -5.9% |
| All | +140.5% | +80.9% | +59.6% | +35.8% |
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