+177.0%
FDX vs MCO
+385.7%
-208.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.6% |
| 7D | -3.9% | -7.3% | +3.5% | -0.4% |
| 30D | -3.3% | -1.7% | -1.6% | -2.5% |
| 3M | -2.0% | +3.9% | -5.9% | -4.3% |
| 6M | +8.0% | +3.8% | +4.2% | +5.2% |
| YTD | +35.0% | -7.9% | +42.9% | +37.7% |
| 1Y | +73.7% | -6.8% | +80.5% | +75.5% |
| 3Y | +61.6% | +40.9% | +20.7% | +30.3% |
| 5Y | +65.4% | +27.5% | +37.9% | +37.3% |
| All | +177.0% | +385.7% | -208.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling