+938.2%
MU vs FHN
+61.2%
+877.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +12.8% | +2.1% | +10.7% | +12.1% |
| 30D | -14.9% | +3.8% | -18.7% | -15.7% |
| 3M | -18.0% | -8.9% | -9.1% | -15.9% |
| 6M | -3.1% | +1.8% | -4.9% | -4.0% |
| YTD | +172.9% | +0.6% | +172.3% | +170.7% |
| 1Y | +228.8% | +12.9% | +215.9% | +215.3% |
| 3Y | +950.8% | +126.4% | +824.5% | +781.2% |
| All | +938.2% | +61.2% | +877.1% | +786.3% |
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