+847.8%
MU vs FHN
+56.9%
+790.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.2% |
| 7D | -22.0% | -1.0% | -21.0% | -21.7% |
| 30D | -36.6% | +0.2% | -36.8% | -36.6% |
| 3M | -21.7% | -9.0% | -12.7% | -19.6% |
| 6M | +3.5% | -6.8% | +10.4% | +5.3% |
| YTD | +141.9% | -1.5% | +143.4% | +141.4% |
| 1Y | +189.8% | +10.9% | +178.9% | +179.4% |
| 3Y | +855.4% | +119.4% | +736.0% | +707.6% |
| All | +847.8% | +56.9% | +790.9% | +716.3% |
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