+255.6%
MXL vs FHN
+162.1%
+93.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.5% |
| 7D | +15.5% | +2.7% | +12.8% | +13.9% |
| 30D | -11.3% | -3.1% | -8.2% | -9.7% |
| 3M | -16.1% | +2.3% | -18.5% | -17.2% |
| 6M | +323.0% | +9.7% | +313.3% | +301.2% |
| YTD | +281.5% | +4.7% | +276.8% | +270.1% |
| 1Y | +319.3% | +13.8% | +305.5% | +289.3% |
| 3Y | +189.4% | +131.6% | +57.8% | +90.1% |
| 5Y | +26.0% | +91.1% | -65.1% | -19.8% |
| 10Y | +243.5% | +126.6% | +116.8% | +73.8% |
| All | +255.6% | +162.1% | +93.5% | +33.7% |
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 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