+64.4%
FDX vs MKC
-33.2%
+97.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.3% | -4.3% | +1.0% | -2.3% |
| 30D | -1.4% | -2.0% | +0.6% | -1.0% |
| 3M | -4.5% | +10.0% | -14.5% | -6.9% |
| 6M | +9.4% | -18.5% | +27.9% | +14.8% |
| YTD | +36.0% | -22.4% | +58.4% | +44.0% |
| 1Y | +75.5% | -23.6% | +99.1% | +86.3% |
| 3Y | +62.8% | -30.4% | +93.2% | +75.8% |
| 5Y | +64.4% | -34.2% | +98.6% | +74.4% |
| All | +64.4% | -33.2% | +97.6% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling