-3.8%
MTZ vs FHN
+11.9%
-15.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +5.0% | +2.1% | +2.9% | +4.4% |
| 30D | -6.0% | +3.8% | -9.8% | -7.2% |
| 3M | -36.1% | -8.9% | -27.2% | -34.1% |
| 6M | -56.9% | +1.8% | -58.7% | -57.9% |
| YTD | -15.9% | +0.6% | -16.5% | -18.4% |
| 1Y | -3.8% | +12.9% | -16.8% | -10.3% |
| All | -3.8% | +11.9% | -15.7% | -10.3% |
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