+3,106.3%
MPC vs FHN
+261.5%
+2,844.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | +0.9% | -9.7% | -9.3% |
| 30D | -14.4% | +2.1% | -16.5% | -15.4% |
| 3M | +21.9% | -6.0% | +27.9% | +25.5% |
| 6M | +60.1% | -2.9% | +63.1% | +61.3% |
| YTD | +142.3% | +0.7% | +141.6% | +137.7% |
| 1Y | +101.7% | +11.0% | +90.7% | +87.6% |
| 3Y | +184.8% | +130.3% | +54.5% | +72.2% |
| 5Y | +564.6% | +61.3% | +503.3% | +326.1% |
| 10Y | +1,098.3% | +89.6% | +1,008.7% | +526.8% |
| All | +3,106.3% | +261.5% | +2,844.8% | +1,083.5% |
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