+158.4%
MMM vs FHN
+131.2%
+27.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.4% | +2.1% | -2.5% | -1.1% |
| 30D | +12.1% | +3.8% | +8.4% | +10.8% |
| 3M | +1.4% | -8.9% | +10.4% | +4.8% |
| 6M | +26.6% | +1.8% | +24.8% | +25.5% |
| YTD | +16.8% | +0.6% | +16.2% | +15.9% |
| 1Y | +10.1% | +12.9% | -2.8% | +4.6% |
| 3Y | +158.4% | +126.4% | +32.0% | +105.1% |
| All | +158.4% | +131.2% | +27.2% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling