+29.4%
MMM vs FDX
+65.4%
-36.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.3% | -2.5% | -0.8% | -2.6% |
| 30D | -7.0% | +3.8% | -10.8% | -8.2% |
| 3M | +10.8% | -1.3% | +12.1% | +11.0% |
| 6M | +5.8% | +5.0% | +0.7% | +3.5% |
| YTD | +6.8% | +39.6% | -32.9% | -4.3% |
| 1Y | +10.4% | +81.1% | -70.7% | -8.8% |
| 3Y | +104.7% | +63.0% | +41.6% | +69.2% |
| All | +29.4% | +65.4% | -36.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling