+439.8%
FDX vs MKTX
+1,470.5%
-1,030.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +9.9% | +0.9% | +9.0% | +9.7% |
| 3M | -1.9% | +2.5% | -4.4% | -2.4% |
| 6M | +6.1% | +18.6% | -12.5% | +1.1% |
| YTD | +38.8% | -7.1% | +45.9% | +38.8% |
| 1Y | +50.0% | -0.3% | +50.3% | +47.6% |
| 3Y | +71.0% | -22.3% | +93.3% | +72.9% |
| 5Y | +72.5% | -54.5% | +127.0% | +92.5% |
| 10Y | +153.1% | +12.9% | +140.2% | +116.4% |
| All | +439.8% | +1,470.5% | -1,030.7% | +109.2% |
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