+61.9%
FDX vs MCO
+44.5%
+17.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -3.3% | -2.7% | -0.6% | -2.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | -4.5% | +8.7% | -13.2% | -7.3% |
| 6M | +9.4% | +2.4% | +7.0% | +8.2% |
| YTD | +36.0% | -5.2% | +41.2% | +37.5% |
| 1Y | +75.5% | -4.4% | +79.9% | +76.3% |
| All | +61.9% | +44.5% | +17.4% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling