+10.8%
MMM vs FDX
+74.0%
-63.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.2% |
| 7D | -1.6% | -3.3% | +1.7% | -0.6% |
| 30D | -8.0% | -1.4% | -6.6% | -7.7% |
| 3M | +9.4% | -4.5% | +13.9% | +10.5% |
| 6M | +10.2% | +9.4% | +0.8% | +5.4% |
| YTD | +6.1% | +36.0% | -29.9% | -5.4% |
| 1Y | +10.8% | +75.5% | -64.7% | -12.3% |
| All | +10.8% | +74.0% | -63.2% | -12.3% |
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 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