+4,087.3%
FDX vs MRSH
+3,431.3%
+656.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | +0.1% |
| 7D | -2.5% | -3.6% | +1.1% | -0.9% |
| 30D | +3.8% | -3.0% | +6.8% | +5.2% |
| 3M | -1.3% | +15.8% | -17.1% | -8.3% |
| 6M | +5.0% | +1.6% | +3.4% | +3.0% |
| YTD | +39.6% | +1.7% | +37.9% | +36.3% |
| 1Y | +81.1% | -8.0% | +89.2% | +84.3% |
| 3Y | +63.0% | -0.3% | +63.3% | +58.4% |
| 5Y | +65.6% | +25.9% | +39.7% | +43.8% |
| 10Y | +183.4% | +222.0% | -38.6% | +61.4% |
| All | +4,087.3% | +3,431.3% | +656.0% | +690.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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