+1,166.2%
MPC vs FHN
+80.9%
+1,085.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +9.4% | +1.3% | +8.2% | +8.8% |
| 30D | -13.4% | +2.8% | -16.3% | -14.8% |
| 3M | +18.9% | -8.9% | +27.8% | +24.1% |
| 6M | +64.9% | -0.7% | +65.6% | +64.3% |
| YTD | +156.8% | +0.1% | +156.7% | +152.8% |
| 1Y | +113.2% | +10.4% | +102.8% | +99.1% |
| 3Y | +201.8% | +128.8% | +73.0% | +83.9% |
| 5Y | +601.4% | +61.5% | +539.9% | +347.5% |
| All | +1,166.2% | +80.9% | +1,085.3% | +541.6% |
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 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