+339.1%
FDX vs MUB
+78.3%
+260.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | +6.6% | +4.4% | +2.2% | +5.5% |
| 3M | -2.1% | -0.2% | -1.9% | -2.0% |
| 6M | +2.2% | -0.6% | +2.8% | +2.3% |
| YTD | +33.9% | +0.3% | +33.6% | +33.9% |
| 1Y | +50.2% | +0.8% | +49.5% | +50.1% |
| 3Y | +65.5% | +12.0% | +53.5% | +62.0% |
| 5Y | +74.1% | +3.4% | +70.6% | +71.9% |
| 10Y | +156.7% | +20.7% | +136.0% | +154.8% |
| All | +339.1% | +78.3% | +260.8% | +310.3% |
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