+72.5%
FDX vs MKTX
-53.9%
+126.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.8% | +0.2% | +0.5% | +0.8% |
| 30D | +9.9% | +0.9% | +9.0% | +9.8% |
| 3M | -1.9% | +2.5% | -4.4% | -2.2% |
| 6M | +6.1% | +18.6% | -12.5% | +4.0% |
| YTD | +38.8% | -7.1% | +45.9% | +40.6% |
| 1Y | +50.0% | -0.3% | +50.3% | +50.2% |
| 3Y | +71.0% | -22.3% | +93.3% | +73.2% |
| 5Y | +72.5% | -54.5% | +127.0% | +89.1% |
| All | +72.5% | -53.9% | +126.4% | +89.1% |
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