+277.5%
MP vs FHN
+189.8%
+87.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +5.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -18.2% | +1.9% | -20.1% | -18.7% |
| 3M | -26.1% | -6.9% | -19.2% | -24.2% |
| 6M | -44.0% | -3.1% | -40.9% | -43.7% |
| YTD | -25.3% | +0.6% | -25.9% | -25.8% |
| 1Y | -35.6% | +12.4% | -47.9% | -38.6% |
| 3Y | +147.1% | +133.7% | +13.3% | +80.6% |
| 5Y | -11.3% | +61.4% | -72.6% | -31.6% |
| All | +277.5% | +189.8% | +87.7% | +158.1% |
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 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