+62.9%
FDX vs MKTX
-61.3%
+124.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -4.9% | +1.0% | -5.8% | -5.0% |
| 3M | -6.5% | +40.8% | -47.3% | -10.4% |
| 6M | +6.7% | -10.9% | +17.6% | +8.7% |
| YTD | +33.9% | -8.6% | +42.5% | +35.8% |
| 1Y | +72.2% | -11.6% | +83.7% | +75.4% |
| 3Y | +60.2% | -24.5% | +84.8% | +62.5% |
| 5Y | +62.9% | -60.7% | +123.7% | +71.8% |
| All | +62.9% | -61.3% | +124.3% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling