+205.9%
MCD vs FDX
+156.7%
+49.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | -1.9% | -2.1% | +0.1% | -1.6% |
| 30D | +16.6% | +10.4% | +6.2% | +14.4% |
| 3M | +0.9% | +0.5% | +0.5% | +0.8% |
| 6M | +1.5% | +6.5% | -5.0% | -0.2% |
| YTD | -8.3% | +40.2% | -48.6% | -15.1% |
| 1Y | -8.1% | +52.1% | -60.2% | -16.3% |
| 3Y | +10.3% | +72.8% | -62.5% | -4.8% |
| 5Y | +23.4% | +76.3% | -52.9% | +3.4% |
| 10Y | +205.9% | +155.7% | +50.2% | +103.6% |
| All | +205.9% | +156.7% | +49.2% | +103.6% |
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