+274.5%
MP vs FHN
+188.3%
+86.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +11.0% | +1.3% | +9.7% | +10.5% |
| 30D | -11.7% | +2.8% | -14.5% | -12.6% |
| 3M | -30.8% | -8.9% | -21.9% | -28.4% |
| 6M | -42.9% | -0.7% | -42.2% | -43.1% |
| YTD | -25.9% | +0.1% | -25.9% | -26.3% |
| 1Y | -37.3% | +10.4% | -47.7% | -39.9% |
| 3Y | +150.7% | +128.8% | +21.9% | +84.5% |
| 5Y | -19.3% | +61.5% | -80.7% | -37.8% |
| All | +274.5% | +188.3% | +86.2% | +156.5% |
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