+3,101.0%
MPC vs FHN
+280.1%
+2,820.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.2% | +4.3% | +4.8% |
| 30D | +31.0% | -4.7% | +35.7% | +34.1% |
| 3M | +46.0% | +3.5% | +42.5% | +43.0% |
| 6M | +77.3% | +7.8% | +69.5% | +68.6% |
| YTD | +141.9% | +5.9% | +136.0% | +131.9% |
| 1Y | +120.9% | +12.5% | +108.4% | +103.4% |
| 3Y | +182.7% | +117.2% | +65.5% | +76.0% |
| 5Y | +646.4% | +86.5% | +559.9% | +339.7% |
| 10Y | +1,138.7% | +125.7% | +1,013.0% | +491.3% |
| All | +3,101.0% | +280.1% | +2,820.9% | +1,054.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling