+153.4%
FDX vs MTB
+122.1%
+31.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.5% | -0.7% | +1.1% | +0.8% |
| 30D | +9.5% | +1.4% | +8.1% | +8.9% |
| 3M | -1.3% | -11.6% | +10.2% | +4.2% |
| 6M | +5.5% | +5.4% | +0.1% | +3.0% |
| YTD | +38.9% | +11.7% | +27.1% | +32.1% |
| 1Y | +58.8% | +20.5% | +38.3% | +46.1% |
| 3Y | +71.1% | +104.5% | -33.4% | +24.3% |
| 5Y | +76.3% | +65.1% | +11.2% | +36.6% |
| 10Y | +153.4% | +119.5% | +33.9% | +68.8% |
| All | +153.4% | +122.1% | +31.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling