+3,099.6%
MMM vs FDX
+4,056.7%
-957.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | +6.2% | -1.6% | +7.8% | +6.8% |
| 30D | +14.2% | +6.6% | +7.6% | +12.0% |
| 3M | +2.9% | -2.1% | +5.0% | +3.5% |
| 6M | +27.6% | +2.2% | +25.4% | +26.2% |
| YTD | +17.3% | +33.9% | -16.7% | +6.3% |
| 1Y | +15.1% | +50.2% | -35.1% | +0.5% |
| 3Y | +157.1% | +65.5% | +91.6% | +113.0% |
| 5Y | +45.1% | +74.1% | -29.0% | +15.1% |
| 10Y | +83.9% | +156.7% | -72.8% | +23.5% |
| All | +3,099.6% | +4,056.7% | -957.1% | +952.5% |
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 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