+58.1%
MP vs FHN
+86.2%
-28.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +1.2% | -4.0% | -3.3% |
| 30D | +13.8% | -4.7% | +18.5% | +15.7% |
| 3M | -16.7% | +3.5% | -20.2% | -18.1% |
| 6M | -11.5% | +7.8% | -19.3% | -14.0% |
| YTD | +7.9% | +5.9% | +2.1% | +5.3% |
| 1Y | -15.0% | +12.5% | -27.5% | -19.0% |
| 3Y | +153.5% | +117.2% | +36.3% | +92.0% |
| All | +58.1% | +86.2% | -28.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling