+302.4%
MXL vs FHN
+128.3%
+174.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.8% |
| 7D | +18.9% | -1.2% | +20.1% | +19.4% |
| 30D | +0.3% | -4.8% | +5.1% | +2.8% |
| 3M | -8.0% | -0.7% | -7.3% | -7.9% |
| 6M | +341.2% | +10.6% | +330.6% | +318.1% |
| YTD | +327.8% | +4.6% | +323.2% | +315.8% |
| 1Y | +364.9% | +11.4% | +353.5% | +337.7% |
| 3Y | +229.2% | +132.3% | +97.0% | +123.7% |
| 5Y | +42.8% | +90.2% | -47.4% | -5.7% |
| All | +302.4% | +128.3% | +174.1% | +116.7% |
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