+1,135.3%
MPC vs FHN
+90.7%
+1,044.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.1% |
| 30D | -12.2% | +2.0% | -14.2% | -13.2% |
| 3M | +20.1% | -6.8% | +26.9% | +24.0% |
| 6M | +60.6% | -0.8% | +61.4% | +60.1% |
| YTD | +150.6% | +0.6% | +150.0% | +146.1% |
| 1Y | +104.7% | +11.5% | +93.1% | +90.1% |
| 3Y | +194.5% | +130.0% | +64.5% | +79.0% |
| 5Y | +582.3% | +60.8% | +521.5% | +337.1% |
| 10Y | +1,135.3% | +84.0% | +1,051.3% | +524.3% |
| All | +1,135.3% | +90.7% | +1,044.6% | +524.3% |
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