+177.0%
FDX vs MTCH
+203.9%
-26.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -3.9% | -1.4% | -2.4% | -3.6% |
| 30D | -3.3% | +13.6% | -16.9% | -5.7% |
| 3M | -2.0% | +22.4% | -24.4% | -6.0% |
| 6M | +8.0% | +37.2% | -29.1% | +1.2% |
| YTD | +35.0% | +31.8% | +3.2% | +27.1% |
| 1Y | +73.7% | +12.9% | +60.8% | +68.2% |
| 3Y | +61.6% | -1.1% | +62.7% | +56.8% |
| 5Y | +65.4% | -73.5% | +138.9% | +93.0% |
| All | +177.0% | +203.9% | -26.9% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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