+53.0%
FDX vs MKC
-25.8%
+78.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +5.2% | -3.0% | +8.2% | +5.8% |
| 30D | +11.3% | +4.8% | +6.5% | +10.6% |
| 3M | -4.1% | -12.8% | +8.7% | -2.2% |
| 6M | +9.6% | +5.0% | +4.6% | +9.1% |
| YTD | +40.9% | -29.1% | +70.0% | +47.6% |
| 1Y | +53.0% | -26.4% | +79.4% | +58.8% |
| All | +53.0% | -25.8% | +78.8% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling