+36.9%
MXL vs FHN
+86.3%
-49.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +19.0% | 0.0% | +18.9% | +18.9% |
| 30D | +4.5% | -2.6% | +7.1% | +5.8% |
| 3M | -1.5% | 0.0% | -1.5% | -1.6% |
| 6M | +348.6% | +9.2% | +339.4% | +330.7% |
| YTD | +310.3% | +4.3% | +305.9% | +301.1% |
| 1Y | +344.7% | +10.8% | +334.0% | +323.9% |
| 3Y | +211.2% | +130.7% | +80.5% | +142.4% |
| All | +36.9% | +86.3% | -49.4% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling