+441.9%
MAR vs FDX
+173.3%
+268.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | -0.5% | -2.3% | +1.8% | +0.6% |
| 30D | -4.7% | -4.9% | +0.2% | -2.6% |
| 3M | -15.6% | -6.5% | -9.2% | -13.5% |
| 6M | +1.2% | +6.7% | -5.4% | -2.7% |
| YTD | +7.5% | +33.9% | -26.4% | -7.2% |
| 1Y | +26.6% | +72.2% | -45.6% | -3.0% |
| 3Y | +66.0% | +60.2% | +5.7% | +26.0% |
| 5Y | +154.1% | +62.9% | +91.2% | +84.0% |
| 10Y | +441.9% | +178.8% | +263.1% | +187.6% |
| All | +441.9% | +173.3% | +268.6% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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