-10.0%
MTZ vs FHN
+12.0%
-22.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.4% |
| 7D | -8.7% | +0.9% | -9.6% | -9.0% |
| 30D | -15.0% | +2.1% | -17.0% | -15.6% |
| 3M | -32.6% | -6.0% | -26.6% | -31.1% |
| 6M | -56.3% | -2.9% | -53.4% | -56.3% |
| YTD | -16.8% | +0.7% | -17.5% | -19.7% |
| 1Y | -10.0% | +11.0% | -21.0% | -16.1% |
| All | -10.0% | +12.0% | -22.1% | -16.1% |
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 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