+74.2%
FDX vs M
+142.9%
-68.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +1.8% |
| 7D | +0.2% | +2.5% | -2.4% | -0.4% |
| 30D | +9.3% | +10.1% | -0.8% | +7.1% |
| 3M | +0.5% | -0.9% | +1.4% | +0.4% |
| 6M | +5.3% | +30.2% | -24.8% | -0.9% |
| YTD | +38.6% | +16.3% | +22.3% | +32.8% |
| 1Y | +53.5% | +27.0% | +26.6% | +44.3% |
| 3Y | +74.2% | +154.5% | -80.3% | +39.8% |
| All | +74.2% | +142.9% | -68.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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