+3,037.6%
FDX vs MDY
+2,629.7%
+407.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | +10.4% | +2.1% | +8.3% | +8.4% |
| 3M | +0.5% | -3.6% | +4.1% | +3.6% |
| 6M | +6.5% | +1.7% | +4.8% | +4.9% |
| YTD | +40.2% | +13.8% | +26.4% | +25.6% |
| 1Y | +52.1% | +15.5% | +36.6% | +34.4% |
| 3Y | +72.8% | +58.3% | +14.5% | +16.8% |
| 5Y | +76.3% | +37.4% | +38.9% | +34.1% |
| 10Y | +155.7% | +171.0% | -15.2% | +11.0% |
| All | +3,037.6% | +2,629.7% | +407.9% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling