+1,171.8%
MPC vs FHN
+81.8%
+1,089.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +11.2% | +2.1% | +9.1% | +10.1% |
| 30D | -14.5% | +3.8% | -18.3% | -16.2% |
| 3M | +16.7% | -8.9% | +25.6% | +21.9% |
| 6M | +67.6% | +1.8% | +65.7% | +64.9% |
| YTD | +157.9% | +0.6% | +157.3% | +153.3% |
| 1Y | +116.7% | +12.9% | +103.7% | +100.0% |
| 3Y | +199.8% | +126.4% | +73.4% | +83.7% |
| 5Y | +604.4% | +62.3% | +542.1% | +348.3% |
| All | +1,171.8% | +81.8% | +1,089.9% | +542.8% |
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 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