+254.1%
MP vs FHN
+183.7%
+70.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +5.1% |
| 7D | -10.5% | -1.0% | -9.5% | -10.2% |
| 30D | -23.5% | +0.2% | -23.8% | -23.6% |
| 3M | -25.4% | -9.0% | -16.5% | -22.9% |
| 6M | -51.3% | -6.8% | -44.4% | -50.3% |
| YTD | -29.9% | -1.5% | -28.4% | -29.9% |
| 1Y | -31.8% | +10.9% | -42.8% | -34.7% |
| 3Y | +127.0% | +119.4% | +7.6% | +69.4% |
| 5Y | -3.3% | +57.5% | -60.8% | -24.8% |
| All | +254.1% | +183.7% | +70.4% | +143.9% |
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