+155.7%
MO vs FDX
+155.8%
-0.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +3.3% | +5.2% | -1.9% | +2.4% |
| 30D | +7.5% | +11.3% | -3.7% | +5.6% |
| 3M | +22.8% | -4.1% | +26.9% | +23.5% |
| 6M | +13.4% | +9.6% | +3.7% | +11.2% |
| YTD | +43.0% | +40.9% | +2.1% | +34.0% |
| 1Y | +45.2% | +53.0% | -7.8% | +34.1% |
| 3Y | +145.5% | +74.1% | +71.5% | +116.2% |
| 5Y | +157.1% | +75.1% | +82.0% | +121.3% |
| All | +155.7% | +155.8% | -0.1% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling