+3,327.9%
MLM vs FHN
+575.6%
+2,752.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | +9.1% | +2.3% | +6.8% | +8.3% |
| 30D | +14.6% | +1.6% | +13.0% | +14.1% |
| 3M | +0.3% | -8.4% | +8.7% | +3.2% |
| 6M | -7.5% | -2.3% | -5.2% | -6.8% |
| YTD | -10.2% | +1.5% | -11.7% | -10.8% |
| 1Y | -10.5% | +15.0% | -25.5% | -14.8% |
| 3Y | +27.8% | +120.9% | -93.1% | -4.6% |
| 5Y | +38.9% | +64.0% | -25.1% | +5.6% |
| 10Y | +211.4% | +120.6% | +90.8% | +100.6% |
| All | +3,327.9% | +575.6% | +2,752.4% | +1,427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling