+4,627.6%
FDX vs M
+396.5%
+4,231.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -1.2% |
| 7D | -2.5% | +4.7% | -7.3% | -3.7% |
| 30D | +3.8% | -9.6% | +13.4% | +6.4% |
| 3M | -1.3% | +0.9% | -2.2% | -2.0% |
| 6M | +5.0% | +22.3% | -17.2% | -1.0% |
| YTD | +39.6% | +6.5% | +33.1% | +35.8% |
| 1Y | +81.1% | +38.8% | +42.4% | +63.8% |
| 3Y | +63.0% | +115.9% | -52.9% | +24.0% |
| 5Y | +65.6% | +28.6% | +37.0% | +33.6% |
| 10Y | +183.4% | -2.5% | +185.9% | +101.7% |
| All | +4,627.6% | +396.5% | +4,231.1% | +1,692.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling