+97.5%
MO vs FDX
+63.0%
+34.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.2% |
| 30D | +3.6% | -4.9% | +8.5% | +4.0% |
| 3M | -3.7% | -6.5% | +2.7% | -3.3% |
| 6M | +4.5% | +6.7% | -2.2% | +3.7% |
| YTD | +21.5% | +33.9% | -12.4% | +18.2% |
| 1Y | +9.5% | +72.2% | -62.7% | +4.1% |
| 3Y | +93.6% | +60.2% | +33.3% | +82.5% |
| 5Y | +97.5% | +62.9% | +34.6% | +79.5% |
| All | +97.5% | +63.0% | +34.5% | +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 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