+66.1%
FDX vs MKC
-30.0%
+96.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.5% | -5.9% | +3.3% | -1.1% |
| 30D | +3.8% | -0.9% | +4.7% | +4.0% |
| 3M | -1.3% | +12.7% | -14.0% | -4.3% |
| 6M | +5.0% | -19.3% | +24.3% | +10.9% |
| YTD | +39.6% | -22.2% | +61.8% | +48.3% |
| 1Y | +81.1% | -23.3% | +104.5% | +92.9% |
| All | +66.1% | -30.0% | +96.1% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling