+64.6%
MAR vs FDX
+62.0%
+2.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.4% |
| 7D | -1.7% | -3.3% | +1.6% | -0.5% |
| 30D | -6.9% | -1.4% | -5.5% | -6.5% |
| 3M | -15.8% | -4.5% | -11.3% | -14.7% |
| 6M | +1.9% | +9.4% | -7.5% | -2.1% |
| YTD | +6.6% | +36.0% | -29.4% | -5.6% |
| 1Y | +23.7% | +75.5% | -51.8% | -0.3% |
| 3Y | +64.6% | +62.8% | +1.8% | +30.1% |
| All | +64.6% | +62.0% | +2.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling