+254.1%
MP vs FDX
+215.0%
+39.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.7% | +6.2% |
| 7D | -10.5% | -1.6% | -8.9% | -10.0% |
| 30D | -23.5% | +6.6% | -30.1% | -26.0% |
| 3M | -25.4% | -2.1% | -23.4% | -25.2% |
| 6M | -51.3% | +2.2% | -53.4% | -52.4% |
| YTD | -29.9% | +33.9% | -63.9% | -40.4% |
| 1Y | -31.8% | +50.2% | -82.1% | -45.5% |
| 3Y | +127.0% | +65.5% | +61.5% | +61.0% |
| 5Y | -3.3% | +74.1% | -77.3% | -35.0% |
| All | +254.1% | +215.0% | +39.1% | +144.9% |
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