+94.4%
MO vs FDX
+62.0%
+32.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.9% |
| 7D | -2.0% | -3.3% | +1.3% | -1.9% |
| 30D | -0.3% | -1.4% | +1.1% | -0.2% |
| 3M | -2.9% | -4.5% | +1.6% | -2.8% |
| 6M | +5.8% | +9.4% | -3.6% | +5.2% |
| YTD | +22.0% | +36.0% | -14.0% | +20.1% |
| 1Y | +10.7% | +75.5% | -64.8% | +7.6% |
| 3Y | +94.4% | +62.8% | +31.6% | +79.5% |
| All | +94.4% | +62.0% | +32.3% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling