-12.1%
MDB vs FDX
+51.9%
-63.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.7% |
| 7D | -11.4% | -1.6% | -9.7% | -11.2% |
| 30D | -13.8% | +6.6% | -20.4% | -13.7% |
| 3M | -15.5% | -2.1% | -13.4% | -14.8% |
| 6M | +17.9% | +2.2% | +15.8% | +20.1% |
| YTD | -25.5% | +33.9% | -59.4% | -18.9% |
| 1Y | -12.1% | +50.2% | -62.3% | +3.8% |
| All | -12.1% | +51.9% | -63.9% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling