+177.0%
FDX vs MKTX
+5.1%
+171.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -3.3% | +0.8% | -4.1% | -3.4% |
| 3M | -2.0% | +41.1% | -43.1% | -7.3% |
| 6M | +8.0% | -9.5% | +17.6% | +9.3% |
| YTD | +35.0% | -8.7% | +43.7% | +36.2% |
| 1Y | +73.7% | -10.0% | +83.6% | +75.4% |
| 3Y | +61.6% | -24.6% | +86.2% | +64.1% |
| 5Y | +65.4% | -60.3% | +125.7% | +85.1% |
| All | +177.0% | +5.1% | +171.9% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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