+3,474.9%
FDX vs MTCH
+14,599.3%
-11,124.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.2% | +6.7% | -1.5% | +4.2% |
| 30D | +11.3% | -1.8% | +13.1% | +11.4% |
| 3M | -4.1% | +12.2% | -16.3% | -5.8% |
| 6M | +9.6% | +16.6% | -7.0% | +6.9% |
| YTD | +40.9% | +31.8% | +9.1% | +34.6% |
| 1Y | +53.0% | +30.8% | +22.2% | +46.3% |
| 3Y | +74.1% | +49.6% | +24.4% | +61.7% |
| 5Y | +75.1% | -70.3% | +145.4% | +96.1% |
| 10Y | +156.9% | +155.1% | +1.9% | +108.9% |
| All | +3,474.9% | +14,599.3% | -11,124.4% | +2,414.5% |
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