+164.1%
MAR vs FDX
+74.9%
+89.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +14.0% | +9.3% | +4.7% | +9.9% |
| 3M | +18.1% | +0.5% | +17.6% | +17.5% |
| 6M | +18.6% | +5.3% | +13.3% | +15.2% |
| YTD | +35.3% | +38.6% | -3.3% | +16.9% |
| 1Y | +44.5% | +53.5% | -9.1% | +19.6% |
| 3Y | +120.7% | +74.2% | +46.5% | +66.2% |
| 5Y | +164.1% | +75.3% | +88.8% | +99.1% |
| All | +164.1% | +74.9% | +89.2% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling