+96.6%
MPC vs FHN
+10.6%
+86.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -16.2% | -1.0% | -15.2% | -16.1% |
| 30D | -15.7% | +0.2% | -15.9% | -15.7% |
| 3M | +24.9% | -9.0% | +33.9% | +25.5% |
| 6M | +52.7% | -6.8% | +59.5% | +53.6% |
| YTD | +131.9% | -1.5% | +133.4% | +133.6% |
| 1Y | +96.6% | +10.9% | +85.7% | +93.1% |
| All | +96.6% | +10.6% | +86.0% | +93.1% |
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