+238.5%
MXL vs FHN
+131.2%
+107.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +13.4% | +2.1% | +11.3% | +12.0% |
| 30D | -29.2% | +3.8% | -33.0% | -31.0% |
| 3M | -27.2% | -8.9% | -18.3% | -22.4% |
| 6M | -36.4% | +1.8% | -38.2% | -37.5% |
| YTD | +220.0% | +0.6% | +219.4% | +213.1% |
| 1Y | +304.8% | +12.9% | +291.9% | +263.4% |
| 3Y | +238.5% | +126.4% | +112.1% | +96.8% |
| All | +238.5% | +131.2% | +107.3% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling