+75.3%
FDX vs MDY
+36.2%
+39.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +0.6% |
| 7D | +0.2% | +0.7% | -0.5% | -0.4% |
| 30D | +9.3% | +1.3% | +8.0% | +8.0% |
| 3M | +0.5% | -4.1% | +4.6% | +4.3% |
| 6M | +5.3% | +1.0% | +4.3% | +4.3% |
| YTD | +38.6% | +13.3% | +25.3% | +23.6% |
| 1Y | +53.5% | +15.7% | +37.8% | +34.2% |
| 3Y | +74.2% | +59.6% | +14.7% | +14.0% |
| 5Y | +75.3% | +36.3% | +38.9% | +30.8% |
| All | +75.3% | +36.2% | +39.1% | +30.8% |
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