+357.8%
FDX vs MUB
+76.3%
+281.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.5% | -0.9% | -1.7% | -2.3% |
| 30D | +3.8% | -1.4% | +5.2% | +4.2% |
| 3M | -1.3% | -2.2% | +0.9% | -0.8% |
| 6M | +5.0% | -1.9% | +6.9% | +5.5% |
| YTD | +39.6% | -0.8% | +40.4% | +40.0% |
| 1Y | +81.1% | +2.7% | +78.4% | +80.3% |
| 3Y | +63.0% | +8.6% | +54.5% | +60.6% |
| 5Y | +65.6% | +2.0% | +63.6% | +64.0% |
| 10Y | +183.4% | +17.9% | +165.4% | +182.0% |
| All | +357.8% | +76.3% | +281.5% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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