+3,443.1%
FDX vs MTCH
+14,607.1%
-11,164.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.4% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +3.8% | +9.7% | -5.9% | +2.4% |
| 3M | -1.3% | +21.1% | -22.4% | -4.1% |
| 6M | +5.0% | +37.5% | -32.5% | +0.1% |
| YTD | +39.6% | +31.9% | +7.7% | +33.6% |
| 1Y | +81.1% | +14.6% | +66.6% | +76.6% |
| 3Y | +63.0% | -6.2% | +69.2% | +61.0% |
| 5Y | +65.6% | -70.6% | +136.2% | +85.5% |
| 10Y | +183.4% | +185.6% | -2.2% | +127.1% |
| All | +3,443.1% | +14,607.1% | -11,164.0% | +2,396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling