+70.1%
MDT vs FDX
+155.8%
-85.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.5% |
| 7D | +1.0% | +5.2% | -4.2% | -0.3% |
| 30D | +9.2% | +11.3% | -2.1% | +6.3% |
| 3M | +14.5% | -4.1% | +18.6% | +15.6% |
| 6M | +37.3% | +9.6% | +27.7% | +33.7% |
| YTD | +9.8% | +40.9% | -31.1% | -0.1% |
| 1Y | +10.5% | +53.0% | -42.5% | -1.6% |
| 3Y | +57.4% | +74.1% | -16.7% | +31.5% |
| 5Y | +1.2% | +75.1% | -73.9% | -18.0% |
| All | +70.1% | +155.8% | -85.7% | +7.6% |
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 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