+2,424.1%
MTZ vs FHN
+1,718.9%
+705.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | +16.5% | +1.3% | +15.2% | +16.0% |
| 30D | -10.2% | +2.8% | -13.0% | -11.2% |
| 3M | -34.2% | -8.9% | -25.2% | -32.1% |
| 6M | -56.0% | -0.7% | -55.3% | -56.1% |
| YTD | -14.8% | +0.1% | -14.9% | -15.5% |
| 1Y | -7.2% | +10.4% | -17.6% | -11.1% |
| 3Y | +275.8% | +128.8% | +147.0% | +176.9% |
| 5Y | +93.5% | +61.5% | +32.0% | +49.9% |
| 10Y | +432.7% | +83.0% | +349.6% | +283.1% |
| All | +2,424.1% | +1,718.9% | +705.2% | +954.8% |
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