+40.6%
MDT vs FDX
+173.3%
-132.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | +2.8% | -4.9% | +7.7% | +4.0% |
| 3M | +13.1% | -6.5% | +19.6% | +14.7% |
| 6M | +2.3% | +6.7% | -4.3% | +0.1% |
| YTD | -2.7% | +33.9% | -36.6% | -10.3% |
| 1Y | +0.9% | +72.2% | -71.3% | -13.0% |
| 3Y | +26.8% | +60.2% | -33.4% | +8.2% |
| 5Y | -19.5% | +62.9% | -82.4% | -33.6% |
| 10Y | +40.6% | +178.8% | -138.2% | -12.4% |
| All | +40.6% | +173.3% | -132.7% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling