+101.9%
MPC vs FHN
+11.9%
+90.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.5% |
| 7D | -9.4% | -0.5% | -8.9% | -9.4% |
| 30D | -14.3% | +1.9% | -16.3% | -14.4% |
| 3M | +31.1% | -6.9% | +38.0% | +31.6% |
| 6M | +60.3% | -3.1% | +63.3% | +60.8% |
| YTD | +142.5% | +0.6% | +141.9% | +144.3% |
| All | +101.9% | +11.9% | +90.0% | +99.6% |
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