+4,055.8%
FDX vs MTB
+7,695.2%
-3,639.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.5% |
| 7D | +0.2% | -0.8% | +0.9% | +0.6% |
| 30D | +9.3% | +2.4% | +6.9% | +8.3% |
| 3M | +0.5% | -10.5% | +11.0% | +5.1% |
| 6M | +5.3% | +6.4% | -1.1% | +2.6% |
| YTD | +38.6% | +12.8% | +25.8% | +31.8% |
| 1Y | +53.5% | +23.3% | +30.3% | +40.8% |
| 3Y | +74.2% | +108.2% | -34.0% | +28.1% |
| 5Y | +75.3% | +68.6% | +6.7% | +36.5% |
| 10Y | +156.3% | +125.3% | +31.0% | +66.3% |
| All | +4,055.8% | +7,695.2% | -3,639.5% | +764.1% |
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