+14.6%
MMM vs FDX
+53.6%
-39.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.7% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | +17.9% | +9.3% | +8.6% | +15.0% |
| 3M | +3.6% | +0.5% | +3.1% | +3.3% |
| 6M | +32.9% | +5.3% | +27.6% | +30.0% |
| YTD | +19.5% | +38.6% | -19.1% | +6.8% |
| All | +14.6% | +53.6% | -39.0% | +0.3% |
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