+47.9%
MAR vs FDX
+58.4%
-10.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | +17.0% | +9.5% | +7.5% | +13.5% |
| 3M | +23.2% | -1.3% | +24.5% | +23.6% |
| 6M | +21.7% | +5.5% | +16.2% | +18.3% |
| YTD | +38.9% | +38.9% | 0.0% | +17.9% |
| All | +47.9% | +58.4% | -10.4% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling