+64.4%
FDX vs MDY
+47.1%
+17.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.0% |
| 7D | -3.3% | +1.0% | -4.3% | -4.2% |
| 30D | -1.4% | -3.1% | +1.7% | +1.5% |
| 3M | -4.5% | +1.8% | -6.4% | -6.0% |
| 6M | +9.4% | +10.8% | -1.4% | -0.2% |
| YTD | +36.0% | +14.4% | +21.6% | +20.5% |
| 1Y | +75.5% | +15.2% | +60.3% | +54.4% |
| 3Y | +62.8% | +51.2% | +11.6% | +12.6% |
| 5Y | +64.4% | +47.2% | +17.2% | +15.6% |
| All | +64.4% | +47.1% | +17.3% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling