+3,196.9%
FDX vs MCO
+7,904.2%
-4,707.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +0.8% | -1.7% | +2.5% | +1.5% |
| 30D | +9.9% | +9.1% | +0.7% | +6.3% |
| 3M | -1.9% | +6.2% | -8.1% | -4.2% |
| 6M | +6.1% | +12.6% | -6.6% | +0.8% |
| YTD | +38.8% | -0.2% | +39.0% | +36.7% |
| 1Y | +50.0% | +4.1% | +45.9% | +45.3% |
| 3Y | +71.0% | +50.6% | +20.4% | +42.8% |
| 5Y | +72.5% | +36.2% | +36.2% | +47.5% |
| 10Y | +153.1% | +453.9% | -300.8% | +28.0% |
| All | +3,196.9% | +7,904.2% | -4,707.3% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling