+106,206.6%
MU vs FHN
+1,824.4%
+104,382.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | +1.2% | +7.8% | +8.4% |
| 30D | +13.8% | -4.7% | +18.5% | +16.0% |
| 3M | +2.1% | +3.5% | -1.5% | +0.4% |
| 6M | +153.8% | +7.8% | +146.0% | +145.0% |
| YTD | +256.4% | +5.9% | +250.5% | +245.6% |
| 1Y | +719.8% | +12.5% | +707.3% | +671.2% |
| 3Y | +1,360.4% | +117.2% | +1,243.2% | +941.2% |
| 5Y | +1,312.4% | +86.5% | +1,225.9% | +875.7% |
| 10Y | +6,142.6% | +125.7% | +6,016.8% | +3,539.4% |
| All | +106,206.6% | +1,824.4% | +104,382.2% | +23,108.6% |
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 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