+79.0%
FDX vs MLM
+30.6%
+48.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.3% | -1.4% |
| 7D | +2.9% | -1.2% | +4.1% | +3.5% |
| 30D | +9.6% | +7.9% | +1.7% | +5.7% |
| 3M | +2.4% | -4.5% | +6.8% | +4.3% |
| 6M | +9.2% | -12.6% | +21.9% | +15.4% |
| YTD | +37.7% | -14.9% | +52.6% | +46.5% |
| 1Y | +56.1% | -13.1% | +69.2% | +64.3% |
| 3Y | +68.9% | +21.2% | +47.7% | +46.0% |
| 5Y | +79.0% | +32.0% | +47.0% | +41.2% |
| All | +79.0% | +30.6% | +48.3% | +41.2% |
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