+4,087.3%
FDX vs MTB
+8,294.1%
-4,206.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | +1.7% | -4.3% | -3.2% |
| 30D | +3.8% | -4.2% | +8.0% | +5.6% |
| 3M | -1.3% | +8.9% | -10.2% | -4.7% |
| 6M | +5.0% | +10.9% | -5.8% | +0.6% |
| YTD | +39.6% | +21.5% | +18.2% | +28.8% |
| 1Y | +81.1% | +21.9% | +59.2% | +66.6% |
| 3Y | +63.0% | +109.2% | -46.2% | +19.1% |
| 5Y | +65.6% | +102.0% | -36.4% | +19.2% |
| 10Y | +183.4% | +171.9% | +11.4% | +70.3% |
| All | +4,087.3% | +8,294.1% | -4,206.8% | +744.4% |
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