+954.3%
MDB vs FDX
+110.2%
+844.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.4% |
| 7D | +3.0% | -2.1% | +5.0% | +4.0% |
| 30D | -11.3% | +10.4% | -21.7% | -15.2% |
| 3M | -23.0% | +0.5% | -23.5% | -23.4% |
| 6M | +14.8% | +6.5% | +8.3% | +10.5% |
| YTD | -19.4% | +40.2% | -59.7% | -32.5% |
| 1Y | -9.0% | +52.1% | -61.1% | -26.6% |
| 3Y | -10.3% | +72.8% | -83.1% | -34.3% |
| 5Y | -38.4% | +76.3% | -114.7% | -56.4% |
| All | +954.3% | +110.2% | +844.1% | +547.3% |
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