+443.1%
FDX vs MKTX
+1,446.2%
-1,003.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | +3.8% | +1.1% | +2.7% | +3.6% |
| 3M | -1.3% | +36.1% | -37.4% | -8.6% |
| 6M | +5.0% | -12.9% | +17.9% | +6.7% |
| YTD | +39.6% | -8.5% | +48.2% | +40.1% |
| 1Y | +81.1% | -7.5% | +88.7% | +80.8% |
| 3Y | +63.0% | -28.3% | +91.4% | +67.2% |
| 5Y | +65.6% | -63.3% | +128.9% | +93.6% |
| 10Y | +183.4% | +4.5% | +178.8% | +146.3% |
| All | +443.1% | +1,446.2% | -1,003.1% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling