+2,812.9%
MMM vs FHN
+1,824.4%
+988.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.3% | +1.2% | -4.5% | -3.6% |
| 30D | -7.0% | -4.7% | -2.3% | -6.0% |
| 3M | +10.8% | +3.5% | +7.3% | +9.9% |
| 6M | +5.8% | +7.8% | -2.0% | +3.9% |
| YTD | +6.8% | +5.9% | +0.9% | +5.1% |
| 1Y | +10.4% | +12.5% | -2.1% | +6.9% |
| 3Y | +104.7% | +117.2% | -12.5% | +69.2% |
| 5Y | +23.6% | +86.5% | -63.0% | +0.8% |
| 10Y | +54.1% | +125.7% | -71.6% | +12.8% |
| All | +2,812.9% | +1,824.4% | +988.5% | +1,227.3% |
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