+285.3%
MTZ vs FHN
+131.2%
+154.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +12.9% | -0.9% | +13.8% | +13.5% |
| 30D | -8.5% | +2.0% | -10.6% | -9.7% |
| 3M | -30.6% | -6.8% | -23.8% | -28.2% |
| 6M | -55.1% | -0.8% | -54.3% | -55.4% |
| YTD | -13.0% | +0.6% | -13.6% | -14.6% |
| 1Y | -4.3% | +11.5% | -15.8% | -11.4% |
| All | +285.3% | +131.2% | +154.1% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling