+75.9%
MUB vs FHN
+31.0%
+44.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.7% | -1.0% | +1.7% | +0.7% |
| 30D | +4.4% | +0.2% | +4.1% | +4.4% |
| 3M | -0.2% | -9.0% | +8.8% | -0.1% |
| 6M | -0.6% | -6.8% | +6.2% | -0.6% |
| YTD | +0.3% | -1.5% | +1.9% | +0.3% |
| 1Y | +0.8% | +10.9% | -10.2% | +0.7% |
| 3Y | +12.0% | +119.4% | -107.4% | +11.6% |
| 5Y | +3.4% | +57.5% | -54.1% | +3.1% |
| 10Y | +20.7% | +114.1% | -93.5% | +19.5% |
| All | +75.9% | +31.0% | +44.9% | +72.0% |
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 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