+17.6%
MUB vs FHN
+125.8%
-108.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -2.0% | -2.6% | +0.6% | -1.9% |
| 3M | -2.5% | 0.0% | -2.6% | -2.5% |
| 6M | -2.3% | +9.2% | -11.6% | -2.4% |
| YTD | -1.3% | +4.3% | -5.6% | -1.4% |
| 1Y | +1.1% | +10.8% | -9.6% | +1.0% |
| 3Y | +8.2% | +130.7% | -122.5% | +6.9% |
| 5Y | +1.5% | +87.4% | -85.9% | +0.1% |
| 10Y | +17.6% | +126.9% | -109.3% | +13.0% |
| All | +17.6% | +125.8% | -108.3% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling