+448.0%
FDX vs MKTX
+1,471.0%
-1,023.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | +0.2% | +4.9% | +5.1% |
| 30D | +11.3% | +0.9% | +10.4% | +11.1% |
| 3M | -4.1% | +2.6% | -6.7% | -4.6% |
| 6M | +9.6% | +20.4% | -10.8% | +4.1% |
| YTD | +40.9% | -7.1% | +48.0% | +40.9% |
| 1Y | +53.0% | -2.8% | +55.8% | +51.4% |
| 3Y | +74.1% | -21.7% | +95.8% | +75.7% |
| 5Y | +75.1% | -54.5% | +129.6% | +95.4% |
| 10Y | +156.9% | +13.0% | +144.0% | +119.6% |
| All | +448.0% | +1,471.0% | -1,023.1% | +112.3% |
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 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