-34.6%
MP vs FDX
+65.6%
-100.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.7% | -6.0% |
| 7D | -12.5% | +8.1% | -20.7% | -14.5% |
| 30D | -23.3% | +13.9% | -37.3% | -26.1% |
| 3M | -24.4% | +5.5% | -29.9% | -25.7% |
| 6M | -45.8% | +15.1% | -60.9% | -48.7% |
| YTD | -28.9% | +43.2% | -72.1% | -32.0% |
| 1Y | -34.6% | +65.0% | -99.6% | -28.4% |
| All | -34.6% | +65.6% | -100.2% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling