+21.6%
MCD vs FDX
+65.4%
-43.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.5% |
| 7D | -2.8% | -2.5% | -0.3% | -2.6% |
| 30D | -6.0% | +3.8% | -9.8% | -6.4% |
| 3M | -5.6% | -1.3% | -4.3% | -5.6% |
| 6M | -21.9% | +5.0% | -26.9% | -22.4% |
| YTD | -14.7% | +39.6% | -54.3% | -17.7% |
| 1Y | -17.3% | +81.1% | -98.4% | -22.3% |
| 3Y | -2.2% | +63.0% | -65.2% | -8.3% |
| All | +21.6% | +65.4% | -43.8% | +11.6% |
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 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