+181.2%
MLM vs FHN
+109.0%
+72.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -4.1% | -1.0% | -3.1% | -3.7% |
| 30D | +8.2% | +0.2% | +8.0% | +8.2% |
| 3M | -3.6% | -9.0% | +5.4% | -0.2% |
| 6M | -15.6% | -6.8% | -8.7% | -13.4% |
| YTD | -16.4% | -1.5% | -14.9% | -16.1% |
| 1Y | -14.3% | +10.9% | -25.3% | -17.7% |
| 3Y | +19.3% | +119.4% | -100.0% | -13.2% |
| 5Y | +29.6% | +57.5% | -28.0% | -3.6% |
| All | +181.2% | +109.0% | +72.2% | +30.0% |
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