+8,310.1%
MTB vs FHN
+1,824.4%
+6,485.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | +1.2% | +0.6% | +1.2% |
| 30D | -4.2% | -4.7% | +0.5% | -2.0% |
| 3M | +8.9% | +3.5% | +5.3% | +7.0% |
| 6M | +10.9% | +7.8% | +3.1% | +6.9% |
| YTD | +21.5% | +5.9% | +15.6% | +18.2% |
| 1Y | +21.9% | +12.5% | +9.4% | +14.8% |
| 3Y | +109.2% | +117.2% | -8.0% | +43.0% |
| 5Y | +102.0% | +86.5% | +15.4% | +35.8% |
| 10Y | +171.9% | +125.7% | +46.2% | +63.3% |
| All | +8,310.1% | +1,824.4% | +6,485.6% | +2,979.1% |
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 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