+83,407.5%
MU vs FHN
+1,718.9%
+81,688.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +21.6% | +1.3% | +20.4% | +21.1% |
| 30D | -16.2% | +2.8% | -19.0% | -17.2% |
| 3M | -12.4% | -8.9% | -3.5% | -9.1% |
| 6M | +4.2% | -0.7% | +4.9% | +3.9% |
| YTD | +180.0% | +0.1% | +179.9% | +177.4% |
| 1Y | +226.4% | +10.4% | +216.0% | +210.6% |
| 3Y | +969.7% | +128.8% | +840.9% | +649.7% |
| 5Y | +957.9% | +61.5% | +896.5% | +676.8% |
| 10Y | +4,534.6% | +83.0% | +4,451.5% | +2,853.5% |
| All | +83,407.5% | +1,718.9% | +81,688.6% | +18,528.9% |
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