+120.9%
MPC vs FHN
+13.2%
+107.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.2% | +4.3% | +5.3% |
| 30D | +31.0% | -4.7% | +35.7% | +31.4% |
| 3M | +46.0% | +3.5% | +42.5% | +45.6% |
| 6M | +77.3% | +7.8% | +69.5% | +75.7% |
| YTD | +141.9% | +5.9% | +136.0% | +141.8% |
| 1Y | +120.9% | +12.5% | +108.4% | +119.6% |
| All | +120.9% | +13.2% | +107.7% | +119.6% |
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