+73.7%
FDX vs MCO
-7.0%
+80.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | -3.9% | -7.3% | +3.5% | -3.2% |
| 30D | -3.3% | -1.7% | -1.6% | -3.0% |
| 3M | -2.0% | +3.9% | -5.9% | -1.9% |
| 6M | +8.0% | +3.8% | +4.2% | +8.2% |
| YTD | +35.0% | -7.9% | +42.9% | +35.0% |
| 1Y | +73.7% | -6.8% | +80.5% | +71.4% |
| All | +73.7% | -7.0% | +80.7% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling