+53.8%
MMM vs FHN
+126.5%
-72.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -1.6% | +2.7% | -4.3% | -2.3% |
| 30D | -8.0% | -3.1% | -4.9% | -7.3% |
| 3M | +9.4% | +2.3% | +7.0% | +8.6% |
| 6M | +10.2% | +9.7% | +0.5% | +7.4% |
| YTD | +6.1% | +4.7% | +1.4% | +4.5% |
| 1Y | +10.8% | +13.8% | -3.0% | +6.4% |
| 3Y | +104.8% | +131.6% | -26.8% | +63.0% |
| 5Y | +27.0% | +91.1% | -64.1% | -0.6% |
| 10Y | +53.8% | +126.6% | -72.9% | +6.1% |
| All | +53.8% | +126.5% | -72.7% | +6.1% |
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