+27.1%
MPC vs FHN
-11.3%
+38.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.9% |
| 7D | -12.8% | -2.3% | -10.5% | -12.4% |
| 30D | -12.7% | -0.9% | -11.8% | -12.3% |
| 3M | +27.1% | -11.0% | +38.1% | +32.9% |
| All | +27.1% | -11.3% | +38.4% | +32.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling