+66.1%
FDX vs MDY
+51.5%
+14.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.5% | +0.1% | -2.7% | -2.7% |
| 30D | +3.8% | -1.5% | +5.3% | +5.2% |
| 3M | -1.3% | +0.8% | -2.1% | -2.0% |
| 6M | +5.0% | +7.4% | -2.4% | -1.6% |
| YTD | +39.6% | +15.2% | +24.5% | +22.7% |
| 1Y | +81.1% | +16.5% | +64.6% | +57.3% |
| All | +66.1% | +51.5% | +14.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling