-40.5%
MDB vs FDX
+74.7%
-115.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.4% |
| 7D | +6.8% | +5.2% | +1.6% | +4.2% |
| 30D | -6.2% | +11.3% | -17.5% | -11.3% |
| 3M | -29.2% | -4.1% | -25.1% | -28.0% |
| 6M | +10.3% | +9.6% | +0.7% | +3.9% |
| YTD | -20.4% | +40.9% | -61.3% | -36.0% |
| 1Y | -4.8% | +53.0% | -57.8% | -27.2% |
| 3Y | -11.6% | +74.1% | -85.7% | -41.7% |
| All | -40.5% | +74.7% | -115.2% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling