+0.9%
MDT vs FDX
+73.2%
-72.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | +2.8% | -4.9% | +7.7% | +3.7% |
| 3M | +13.1% | -6.5% | +19.6% | +14.4% |
| 6M | +2.3% | +6.7% | -4.3% | 0.0% |
| YTD | -2.7% | +33.9% | -36.6% | -10.7% |
| 1Y | +0.9% | +72.2% | -71.3% | -12.8% |
| All | +0.9% | +73.2% | -72.3% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling