+67.1%
FDX vs MOD
+1,486.5%
-1,419.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.2% |
| 7D | -2.5% | +9.6% | -12.1% | -3.9% |
| 30D | +3.8% | 0.0% | +3.8% | +3.6% |
| 3M | -1.3% | -35.4% | +34.1% | +4.8% |
| 6M | +5.0% | -7.3% | +12.3% | +4.4% |
| YTD | +39.6% | +45.8% | -6.2% | +28.6% |
| 1Y | +81.1% | +43.1% | +38.0% | +65.3% |
| 3Y | +63.0% | +297.7% | -234.6% | +12.7% |
| All | +67.1% | +1,486.5% | -1,419.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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