-24.7%
MDB vs FDX
+65.4%
-90.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -17.4% | -2.5% | -14.9% | -16.2% |
| 30D | -2.0% | +3.8% | -5.8% | -3.7% |
| 3M | -3.0% | -1.3% | -1.7% | -2.9% |
| 6M | +48.7% | +5.0% | +43.7% | +42.3% |
| YTD | -12.1% | +39.6% | -51.8% | -28.3% |
| 1Y | +14.5% | +81.1% | -66.6% | -19.7% |
| 3Y | -6.1% | +63.0% | -69.2% | -34.1% |
| All | -24.7% | +65.4% | -90.1% | -55.8% |
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 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