+492.6%
MTZ vs FHN
+106.3%
+386.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.5% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | -11.1% | +1.9% | -13.0% | -12.2% |
| 3M | -30.6% | -6.9% | -23.7% | -28.3% |
| 6M | -54.4% | -3.1% | -51.3% | -54.1% |
| YTD | -13.0% | +0.6% | -13.6% | -14.3% |
| 1Y | -5.7% | +12.4% | -18.0% | -12.2% |
| 3Y | +297.2% | +133.7% | +163.5% | +150.6% |
| 5Y | +95.9% | +61.4% | +34.5% | +30.3% |
| 10Y | +492.6% | +97.9% | +394.8% | +189.0% |
| All | +492.6% | +106.3% | +386.4% | +189.0% |
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