+6,475.2%
MCD vs FDX
+4,056.7%
+2,418.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +7.1% | -1.6% | +8.8% | +7.5% |
| 30D | +19.8% | +6.6% | +13.2% | +18.3% |
| 3M | +0.8% | -2.1% | +2.9% | +1.2% |
| 6M | -1.3% | +2.2% | -3.5% | -2.1% |
| YTD | -7.8% | +33.9% | -41.7% | -13.7% |
| 1Y | -5.0% | +50.2% | -55.2% | -13.2% |
| 3Y | +10.5% | +65.5% | -55.0% | -3.3% |
| 5Y | +22.0% | +74.1% | -52.1% | +3.0% |
| 10Y | +216.7% | +156.7% | +60.0% | +134.6% |
| All | +6,475.2% | +4,056.7% | +2,418.5% | +2,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling