+237.4%
MP vs FHN
+184.7%
+52.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.1% |
| 7D | -19.0% | -2.3% | -16.7% | -18.3% |
| 30D | -30.5% | -0.9% | -29.5% | -30.2% |
| 3M | -29.6% | -11.0% | -18.5% | -26.6% |
| 6M | -50.4% | -5.4% | -45.0% | -49.7% |
| YTD | -33.2% | -1.2% | -32.0% | -33.3% |
| 1Y | -38.6% | +10.5% | -49.1% | -41.1% |
| 3Y | +105.5% | +115.1% | -9.6% | +54.3% |
| 5Y | -7.8% | +58.1% | -65.9% | -28.4% |
| All | +237.4% | +184.7% | +52.7% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling