+157.9%
MTZ vs FHN
+86.2%
+71.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -11.1% | -4.7% | -6.4% | -9.6% |
| 3M | -36.7% | +3.5% | -40.3% | -37.7% |
| 6M | -21.9% | +7.8% | -29.8% | -24.1% |
| YTD | +9.1% | +5.9% | +3.2% | +6.5% |
| 1Y | +30.0% | +12.5% | +17.5% | +23.9% |
| 3Y | +138.5% | +117.2% | +21.2% | +88.9% |
| All | +157.9% | +86.2% | +71.7% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling