+3,099.6%
MMM vs FHN
+1,690.1%
+1,409.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +6.2% | -1.0% | +7.2% | +6.5% |
| 30D | +14.2% | +0.2% | +14.0% | +14.2% |
| 3M | +2.9% | -9.0% | +11.9% | +5.1% |
| 6M | +27.6% | -6.8% | +34.4% | +29.5% |
| YTD | +17.3% | -1.5% | +18.8% | +17.4% |
| 1Y | +15.1% | +10.9% | +4.1% | +12.1% |
| 3Y | +157.1% | +119.4% | +37.8% | +112.5% |
| 5Y | +45.1% | +57.5% | -12.4% | +23.3% |
| 10Y | +83.9% | +114.1% | -30.3% | +36.4% |
| All | +3,099.6% | +1,690.1% | +1,409.5% | +1,382.7% |
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