+178.8%
FDX vs MDY
+170.4%
+8.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.6% |
| 7D | -2.3% | -0.8% | -1.6% | -1.6% |
| 30D | -4.9% | -3.9% | -1.0% | -1.3% |
| 3M | -6.5% | 0.0% | -6.4% | -6.4% |
| 6M | +6.7% | +8.5% | -1.9% | -1.3% |
| YTD | +33.9% | +13.2% | +20.7% | +19.1% |
| 1Y | +72.2% | +15.0% | +57.2% | +50.8% |
| 3Y | +60.2% | +49.6% | +10.7% | +9.1% |
| 5Y | +62.9% | +46.0% | +16.9% | +12.8% |
| 10Y | +178.8% | +176.4% | +2.4% | +11.7% |
| All | +178.8% | +170.4% | +8.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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