+83.0%
MMM vs FHN
+106.3%
-23.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +5.8% | -0.5% | +6.2% | +5.9% |
| 30D | +17.9% | +1.9% | +16.0% | +17.4% |
| 3M | +3.6% | -6.9% | +10.5% | +5.6% |
| 6M | +32.9% | -3.1% | +36.0% | +33.9% |
| YTD | +19.5% | +0.6% | +18.9% | +18.9% |
| 1Y | +16.5% | +12.4% | +4.2% | +12.6% |
| 3Y | +167.2% | +133.7% | +33.4% | +112.4% |
| 5Y | +48.2% | +61.4% | -13.1% | +21.8% |
| 10Y | +83.0% | +97.9% | -14.8% | +29.5% |
| All | +83.0% | +106.3% | -23.2% | +29.5% |
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