-6.4%
MDB vs FDX
+63.5%
-70.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -17.4% | -2.5% | -14.9% | -16.6% |
| 30D | -2.0% | +3.8% | -5.8% | -3.1% |
| 3M | -3.0% | -1.3% | -1.7% | -2.9% |
| 6M | +48.7% | +5.0% | +43.7% | +44.5% |
| YTD | -12.1% | +39.6% | -51.8% | -24.0% |
| 1Y | +14.5% | +81.1% | -66.6% | -11.8% |
| All | -6.4% | +63.5% | -70.0% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling