+110.2%
MTB vs FHN
+81.8%
+28.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +1.5% | +2.1% | -0.6% | +0.3% |
| 30D | +2.3% | +3.8% | -1.4% | +0.1% |
| 3M | -12.1% | -8.9% | -3.2% | -7.1% |
| 6M | +9.8% | +1.8% | +8.0% | +8.6% |
| YTD | +12.0% | +0.6% | +11.4% | +11.5% |
| 1Y | +22.0% | +12.9% | +9.1% | +13.4% |
| 3Y | +107.6% | +126.4% | -18.8% | +26.1% |
| 5Y | +61.9% | +62.3% | -0.4% | +4.1% |
| All | +110.2% | +81.8% | +28.4% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling