+14,854.2%
MO vs FDX
+4,233.7%
+10,620.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.3% | -2.5% | +2.9% | +0.8% |
| 30D | +0.6% | +3.8% | -3.2% | 0.0% |
| 3M | -1.0% | -1.3% | +0.3% | -1.0% |
| 6M | +4.3% | +5.0% | -0.7% | +2.9% |
| YTD | +23.3% | +39.6% | -16.4% | +15.5% |
| 1Y | +10.5% | +81.1% | -70.7% | -1.3% |
| 3Y | +96.3% | +63.0% | +33.2% | +75.1% |
| 5Y | +98.9% | +65.6% | +33.3% | +73.1% |
| 10Y | +103.6% | +183.4% | -79.8% | +54.3% |
| All | +14,854.2% | +4,233.7% | +10,620.5% | +6,109.2% |
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 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