+76.3%
FDX vs MLM
+30.7%
+45.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -2.1% | -5.8% | +3.8% | +0.8% |
| 30D | +10.4% | +9.8% | +0.6% | +5.6% |
| 3M | +0.5% | -5.2% | +5.6% | +2.8% |
| 6M | +6.5% | -10.3% | +16.8% | +11.0% |
| YTD | +40.2% | -15.5% | +55.7% | +49.8% |
| 1Y | +52.1% | -15.0% | +67.1% | +62.0% |
| 3Y | +72.8% | +17.5% | +55.4% | +51.9% |
| 5Y | +76.3% | +30.5% | +45.7% | +39.9% |
| All | +76.3% | +30.7% | +45.6% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling