+875.5%
MDB vs FDX
+100.8%
+774.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.9% |
| 7D | -11.4% | -1.6% | -9.7% | -10.8% |
| 30D | -13.8% | +6.6% | -20.4% | -16.4% |
| 3M | -15.5% | -2.1% | -13.4% | -14.9% |
| 6M | +17.9% | +2.2% | +15.8% | +15.6% |
| YTD | -25.5% | +33.9% | -59.4% | -36.3% |
| 1Y | -12.1% | +50.2% | -62.3% | -29.0% |
| 3Y | -5.9% | +65.5% | -71.4% | -29.8% |
| 5Y | -43.7% | +74.1% | -117.8% | -59.9% |
| All | +875.5% | +100.8% | +774.7% | +510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling