+58.6%
MDT vs FDX
+73.9%
-15.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +2.7% | +0.5% | +2.3% | +2.7% |
| 30D | +14.8% | +9.5% | +5.3% | +13.1% |
| 3M | +14.6% | -1.3% | +15.9% | +14.7% |
| 6M | +35.7% | +5.5% | +30.2% | +34.2% |
| YTD | +8.5% | +38.9% | -30.4% | +2.6% |
| 1Y | +13.3% | +58.8% | -45.5% | +4.9% |
| 3Y | +58.6% | +71.1% | -12.6% | +45.5% |
| All | +58.6% | +73.9% | -15.3% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling