+5,778.3%
MU vs FHN
+126.5%
+5,651.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +7.2% | +2.7% | +4.5% | +6.1% |
| 30D | +14.0% | -3.1% | +17.1% | +15.4% |
| 3M | +5.4% | +2.3% | +3.0% | +4.2% |
| 6M | +170.3% | +9.7% | +160.5% | +159.4% |
| YTD | +250.7% | +4.7% | +245.9% | +242.0% |
| 1Y | +662.1% | +13.8% | +648.4% | +616.5% |
| 3Y | +1,341.2% | +131.6% | +1,209.6% | +935.0% |
| 5Y | +1,319.3% | +91.1% | +1,228.2% | +892.6% |
| 10Y | +5,778.3% | +126.6% | +5,651.7% | +3,662.1% |
| All | +5,778.3% | +126.5% | +5,651.8% | +3,662.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling