+50.0%
FDX vs MLM
-16.0%
+66.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +0.8% | -2.0% | +2.8% | +1.6% |
| 30D | +9.9% | +9.5% | +0.4% | +6.6% |
| 3M | -1.9% | -4.7% | +2.8% | -0.1% |
| 6M | +6.1% | -10.7% | +16.8% | +10.0% |
| YTD | +38.8% | -16.6% | +55.4% | +45.8% |
| 1Y | +50.0% | -15.4% | +65.4% | +55.7% |
| All | +50.0% | -16.0% | +66.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling