+67.0%
MDT vs FDX
+152.0%
-85.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +8.6% | +9.9% | -1.3% | +6.0% |
| 3M | +12.2% | -1.9% | +14.1% | +12.6% |
| 6M | +33.7% | +6.1% | +27.7% | +31.3% |
| YTD | +7.8% | +38.8% | -31.0% | -1.6% |
| 1Y | +8.9% | +50.0% | -41.1% | -2.6% |
| 3Y | +57.6% | +71.0% | -13.4% | +32.3% |
| 5Y | -0.7% | +72.5% | -73.2% | -19.2% |
| All | +67.0% | +152.0% | -85.0% | +6.0% |
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