+2,551.5%
FDX vs MLM
+2,961.7%
-410.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.5% | -2.9% | +0.4% | -1.5% |
| 30D | +3.8% | -6.8% | +10.6% | +6.4% |
| 3M | -1.3% | -11.2% | +9.9% | +2.7% |
| 6M | +5.0% | -21.8% | +26.9% | +14.6% |
| YTD | +39.6% | -17.0% | +56.6% | +48.5% |
| 1Y | +81.1% | -16.4% | +97.5% | +91.7% |
| 3Y | +63.0% | +14.5% | +48.6% | +51.5% |
| 5Y | +65.6% | +41.7% | +23.9% | +40.3% |
| 10Y | +183.4% | +200.0% | -16.7% | +72.0% |
| All | +2,551.5% | +2,961.7% | -410.2% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling