+1,010.1%
MDB vs FDX
+103.9%
+906.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.3% |
| 7D | -18.0% | -3.3% | -14.7% | -16.6% |
| 30D | -10.7% | -1.4% | -9.3% | -10.0% |
| 3M | +1.0% | -4.5% | +5.5% | +2.6% |
| 6M | +31.6% | +9.4% | +22.2% | +24.7% |
| YTD | -15.2% | +36.0% | -51.2% | -27.6% |
| 1Y | +10.1% | +75.5% | -65.4% | -16.9% |
| 3Y | -5.6% | +62.8% | -68.4% | -28.8% |
| 5Y | -24.5% | +64.4% | -88.9% | -45.1% |
| All | +1,010.1% | +103.9% | +906.2% | +593.6% |
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