+153.4%
FDX vs MDY
+171.2%
-17.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +9.5% | +1.0% | +8.6% | +8.5% |
| 3M | -1.3% | -4.1% | +2.8% | +2.6% |
| 6M | +5.5% | +0.6% | +4.9% | +4.8% |
| YTD | +38.9% | +12.9% | +25.9% | +23.8% |
| 1Y | +58.8% | +14.6% | +44.2% | +39.5% |
| 3Y | +71.1% | +57.1% | +14.1% | +11.3% |
| 5Y | +76.3% | +37.1% | +39.2% | +29.9% |
| 10Y | +153.4% | +171.5% | -18.1% | +3.7% |
| All | +153.4% | +171.2% | -17.7% | +3.7% |
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