+78.1%
MMM vs FHN
+80.9%
-2.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +14.4% | +2.8% | +11.6% | +13.7% |
| 3M | +1.8% | -8.9% | +10.7% | +4.3% |
| 6M | +31.3% | -0.7% | +32.0% | +31.4% |
| YTD | +18.0% | +0.1% | +17.9% | +17.6% |
| 1Y | +10.9% | +10.4% | +0.5% | +7.6% |
| 3Y | +160.6% | +128.8% | +31.8% | +108.3% |
| 5Y | +44.5% | +61.5% | -17.0% | +18.7% |
| All | +78.1% | +80.9% | -2.9% | +31.6% |
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