+147.4%
MLM vs FHN
+90.9%
+56.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | +10.4% | +2.1% | +8.3% | +9.7% |
| 3M | -3.7% | -6.0% | +2.2% | -1.6% |
| 6M | -10.3% | -2.9% | -7.3% | -9.3% |
| YTD | -14.8% | +0.7% | -15.5% | -15.2% |
| 1Y | -13.9% | +11.0% | -24.9% | -17.2% |
| 3Y | +18.4% | +130.3% | -111.9% | -15.0% |
| 5Y | +31.8% | +61.3% | -29.5% | -2.3% |
| All | +147.4% | +90.9% | +56.5% | +38.0% |
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 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