+4,562.0%
FDX vs M
+425.5%
+4,136.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.1% | -2.3% |
| 7D | +2.9% | -2.1% | +5.1% | +3.4% |
| 30D | +9.6% | +7.7% | +1.9% | +7.4% |
| 3M | +2.4% | -4.4% | +6.7% | +3.1% |
| 6M | +9.2% | +27.5% | -18.3% | +1.6% |
| YTD | +37.7% | +12.8% | +25.0% | +31.6% |
| 1Y | +56.1% | +20.7% | +35.4% | +46.2% |
| 3Y | +68.9% | +111.3% | -42.4% | +29.0% |
| 5Y | +79.0% | -6.3% | +85.3% | +58.5% |
| 10Y | +163.9% | +1.5% | +162.4% | +85.8% |
| All | +4,562.0% | +425.5% | +4,136.5% | +1,637.3% |
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