+364.9%
MXL vs FHN
+11.5%
+353.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +18.9% | -1.2% | +20.1% | +19.3% |
| 30D | +0.3% | -4.8% | +5.1% | +2.1% |
| 3M | -8.0% | -0.7% | -7.3% | -7.6% |
| 6M | +341.2% | +10.6% | +330.6% | +313.7% |
| YTD | +327.8% | +4.6% | +323.2% | +312.9% |
| 1Y | +364.9% | +11.4% | +353.5% | +341.5% |
| All | +364.9% | +11.5% | +353.4% | +341.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling