+7,983.2%
MDT vs FDX
+4,233.7%
+3,749.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +3.2% | -2.5% | +5.7% | +3.8% |
| 30D | +9.5% | +3.8% | +5.7% | +8.5% |
| 3M | +16.0% | -1.3% | +17.3% | +16.1% |
| 6M | +0.2% | +5.0% | -4.8% | -1.5% |
| YTD | -0.3% | +39.6% | -39.9% | -8.5% |
| 1Y | +4.7% | +81.1% | -76.4% | -9.8% |
| 3Y | +26.5% | +63.0% | -36.5% | +9.1% |
| 5Y | -18.2% | +65.6% | -83.8% | -31.6% |
| 10Y | +40.0% | +183.4% | -143.3% | -2.2% |
| All | +7,983.2% | +4,233.7% | +3,749.5% | +2,819.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling