+30.0%
MTZ vs FHN
+13.2%
+16.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -11.1% | -4.7% | -6.4% | -9.7% |
| 3M | -36.7% | +3.5% | -40.3% | -37.8% |
| 6M | -21.9% | +7.8% | -29.8% | -24.6% |
| YTD | +9.1% | +5.9% | +3.2% | +5.6% |
| 1Y | +30.0% | +12.5% | +17.5% | +26.4% |
| All | +30.0% | +13.2% | +16.8% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling