+206.1%
MLM vs FHN
+125.4%
+80.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | +1.2% | -4.1% | -3.3% |
| 30D | -6.8% | -4.7% | -2.1% | -5.2% |
| 3M | -11.2% | +3.5% | -14.8% | -12.4% |
| 6M | -21.8% | +7.8% | -29.7% | -24.0% |
| YTD | -17.0% | +5.9% | -22.9% | -18.9% |
| 1Y | -16.4% | +12.5% | -28.8% | -20.4% |
| 3Y | +14.5% | +117.2% | -102.7% | -16.7% |
| 5Y | +41.7% | +86.5% | -44.8% | -2.5% |
| All | +206.1% | +125.4% | +80.7% | +50.5% |
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