+3,916.3%
FDX vs MTB
+7,521.0%
-3,604.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | +6.6% | +0.5% | +6.1% | +6.4% |
| 3M | -2.1% | -12.4% | +10.3% | +3.4% |
| 6M | +2.2% | +1.5% | +0.7% | +1.4% |
| YTD | +33.9% | +10.3% | +23.6% | +28.6% |
| 1Y | +50.2% | +22.2% | +28.0% | +38.2% |
| 3Y | +65.5% | +96.9% | -31.4% | +24.4% |
| 5Y | +74.1% | +64.3% | +9.8% | +37.0% |
| 10Y | +156.7% | +137.8% | +18.9% | +63.0% |
| All | +3,916.3% | +7,521.0% | -3,604.6% | +742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling