+211.3%
MCD vs FDX
+160.0%
+51.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.1% |
| 7D | +5.9% | +0.2% | +5.8% | +5.9% |
| 30D | +19.6% | +9.3% | +10.3% | +17.6% |
| 3M | +3.3% | +0.5% | +2.8% | +3.1% |
| 6M | +3.5% | +5.3% | -1.8% | +2.0% |
| YTD | -6.1% | +38.6% | -44.7% | -12.8% |
| 1Y | -3.7% | +53.5% | -57.2% | -12.4% |
| 3Y | +13.4% | +74.2% | -60.9% | -2.4% |
| 5Y | +25.2% | +75.3% | -50.1% | +4.9% |
| 10Y | +211.3% | +156.3% | +55.0% | +107.7% |
| All | +211.3% | +160.0% | +51.2% | +107.7% |
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