+1,315.7%
MU vs FHN
+86.2%
+1,229.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | +1.2% | +7.8% | +8.6% |
| 30D | +13.8% | -4.7% | +18.5% | +15.4% |
| 3M | +2.1% | +3.5% | -1.5% | +0.9% |
| 6M | +153.8% | +7.8% | +146.0% | +147.4% |
| YTD | +256.4% | +5.9% | +250.5% | +248.6% |
| 1Y | +719.8% | +12.5% | +707.3% | +685.0% |
| 3Y | +1,360.4% | +117.2% | +1,243.2% | +1,119.5% |
| All | +1,315.7% | +86.2% | +1,229.5% | +1,059.6% |
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