+23.4%
MCD vs FDX
+77.4%
-54.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -1.9% | -2.1% | +0.1% | -1.7% |
| 30D | +16.6% | +10.4% | +6.2% | +15.5% |
| 3M | +0.9% | +0.5% | +0.5% | +0.8% |
| 6M | +1.5% | +6.5% | -5.0% | +0.6% |
| YTD | -8.3% | +40.2% | -48.6% | -11.8% |
| 1Y | -8.1% | +52.1% | -60.2% | -12.4% |
| 3Y | +10.3% | +72.8% | -62.5% | +2.4% |
| 5Y | +23.4% | +76.3% | -52.9% | +15.4% |
| All | +23.4% | +77.4% | -54.0% | +15.4% |
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