+127.0%
MP vs FDX
+64.2%
+62.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.7% | +5.7% |
| 7D | -10.5% | -1.6% | -8.9% | -10.2% |
| 30D | -23.5% | +6.6% | -30.1% | -25.0% |
| 3M | -25.4% | -2.1% | -23.4% | -25.2% |
| 6M | -51.3% | +2.2% | -53.4% | -51.9% |
| YTD | -29.9% | +33.9% | -63.9% | -36.2% |
| 1Y | -31.8% | +50.2% | -82.1% | -39.9% |
| 3Y | +127.0% | +65.5% | +61.5% | +55.6% |
| All | +127.0% | +64.2% | +62.8% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling