-43.2%
MP vs FHN
+12.0%
-55.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | -21.0% | +2.1% | -23.1% | -21.6% |
| 3M | -33.3% | -6.0% | -27.3% | -31.9% |
| 6M | -45.9% | -2.9% | -43.0% | -46.0% |
| YTD | -27.8% | +0.7% | -28.5% | -29.4% |
| 1Y | -43.2% | +11.0% | -54.2% | -45.5% |
| All | -43.2% | +12.0% | -55.2% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling