+267.3%
MP vs FDX
+229.8%
+37.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.3% |
| 7D | +2.3% | -2.1% | +4.3% | +3.3% |
| 30D | -15.3% | +10.4% | -25.7% | -19.3% |
| 3M | -33.5% | +0.5% | -34.0% | -34.1% |
| 6M | -45.5% | +6.5% | -52.0% | -47.8% |
| YTD | -27.3% | +40.2% | -67.5% | -39.5% |
| 1Y | -40.7% | +52.1% | -92.8% | -52.7% |
| 3Y | +145.9% | +72.8% | +73.0% | +71.1% |
| 5Y | -13.9% | +76.3% | -90.2% | -42.4% |
| All | +267.3% | +229.8% | +37.5% | +148.6% |
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