+177.0%
FDX vs MKC
+29.3%
+147.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -3.9% | -2.8% | -1.0% | -3.0% |
| 30D | -3.3% | -3.4% | +0.1% | -2.4% |
| 3M | -2.0% | +3.8% | -5.7% | -3.4% |
| 6M | +8.0% | -17.9% | +26.0% | +14.0% |
| YTD | +35.0% | -23.6% | +58.6% | +45.1% |
| 1Y | +73.7% | -23.1% | +96.8% | +85.8% |
| 3Y | +61.6% | -31.5% | +93.1% | +77.5% |
| 5Y | +65.4% | -33.1% | +98.5% | +80.1% |
| All | +177.0% | +29.3% | +147.7% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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