+2,274.1%
MTZ vs FHN
+1,690.1%
+584.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.3% | +9.9% | +9.7% |
| 7D | -6.4% | -1.0% | -5.4% | -6.2% |
| 30D | -22.1% | +0.2% | -22.3% | -22.3% |
| 3M | -32.7% | -9.0% | -23.7% | -30.6% |
| 6M | -59.8% | -6.8% | -53.0% | -59.1% |
| YTD | -19.9% | -1.5% | -18.4% | -20.1% |
| 1Y | -11.5% | +10.9% | -22.4% | -15.3% |
| 3Y | +258.1% | +119.4% | +138.7% | +167.7% |
| 5Y | +85.5% | +57.5% | +28.0% | +44.9% |
| 10Y | +492.2% | +114.1% | +378.1% | +307.2% |
| All | +2,274.1% | +1,690.1% | +584.0% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling