+498.8%
MAR vs FDX
+155.8%
+343.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | +1.6% | +5.2% | -3.6% | -0.8% |
| 30D | +13.8% | +11.3% | +2.5% | +8.3% |
| 3M | +20.3% | -4.1% | +24.4% | +22.2% |
| 6M | +21.3% | +9.6% | +11.7% | +15.2% |
| YTD | +37.2% | +40.9% | -3.7% | +15.4% |
| 1Y | +48.4% | +53.0% | -4.6% | +20.0% |
| 3Y | +120.1% | +74.1% | +46.0% | +60.5% |
| 5Y | +182.1% | +75.1% | +107.0% | +97.7% |
| All | +498.8% | +155.8% | +343.0% | +217.2% |
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