+739.9%
MTZ vs FHN
+126.5%
+613.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.3% |
| 7D | +3.6% | +2.7% | +0.9% | +2.1% |
| 30D | -9.6% | -3.1% | -6.5% | -8.2% |
| 3M | -31.9% | +2.3% | -34.3% | -33.1% |
| 6M | -13.8% | +9.7% | -23.5% | -18.2% |
| YTD | +13.3% | +4.7% | +8.5% | +9.7% |
| 1Y | +39.3% | +13.8% | +25.5% | +28.5% |
| 3Y | +168.3% | +131.6% | +36.8% | +70.5% |
| 5Y | +166.4% | +91.1% | +75.3% | +59.8% |
| 10Y | +739.9% | +126.6% | +613.3% | +304.7% |
| All | +739.9% | +126.5% | +613.4% | +304.7% |
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