+3,217.1%
FDX vs MCO
+7,698.6%
-4,481.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | +0.2% |
| 7D | -2.5% | -4.2% | +1.6% | -1.0% |
| 30D | +3.8% | +2.2% | +1.6% | +2.9% |
| 3M | -1.3% | +10.1% | -11.4% | -5.2% |
| 6M | +5.0% | +5.3% | -0.2% | +2.3% |
| YTD | +39.6% | -2.7% | +42.4% | +39.0% |
| 1Y | +81.1% | -0.4% | +81.5% | +78.2% |
| 3Y | +63.0% | +49.0% | +14.0% | +36.5% |
| 5Y | +65.6% | +33.6% | +32.0% | +42.6% |
| 10Y | +183.4% | +395.3% | -212.0% | +49.1% |
| All | +3,217.1% | +7,698.6% | -4,481.5% | +529.4% |
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 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