+193.4%
MCD vs FDX
+155.8%
+37.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -1.6% | +5.2% | -6.8% | -2.6% |
| 30D | +14.1% | +11.3% | +2.8% | +11.7% |
| 3M | +0.6% | -4.1% | +4.7% | +1.4% |
| 6M | 0.0% | +9.6% | -9.6% | -2.2% |
| YTD | -9.3% | +40.9% | -50.2% | -16.0% |
| 1Y | -9.3% | +53.0% | -62.3% | -17.5% |
| 3Y | +8.6% | +74.1% | -65.5% | -6.4% |
| 5Y | +21.9% | +75.1% | -53.2% | +2.4% |
| All | +193.4% | +155.8% | +37.6% | +98.6% |
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