+2,498.9%
MAR vs FDX
+1,370.9%
+1,128.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -4.2% | -2.5% | -1.6% | -3.0% |
| 30D | -6.7% | +3.8% | -10.5% | -8.5% |
| 3M | -12.5% | -1.3% | -11.2% | -12.5% |
| 6M | +0.6% | +5.0% | -4.5% | -2.7% |
| YTD | +9.1% | +39.6% | -30.5% | -8.0% |
| 1Y | +26.2% | +81.1% | -54.9% | -6.2% |
| 3Y | +68.2% | +63.0% | +5.1% | +26.3% |
| 5Y | +163.9% | +65.6% | +98.3% | +89.1% |
| 10Y | +420.6% | +183.4% | +237.2% | +167.9% |
| All | +2,498.9% | +1,370.9% | +1,128.0% | +537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling