+445.3%
MP vs FDX
+228.4%
+216.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.7% |
| 7D | -2.9% | -2.5% | -0.3% | -1.7% |
| 30D | +13.8% | +3.8% | +10.0% | +11.6% |
| 3M | -16.7% | -1.3% | -15.4% | -16.7% |
| 6M | -11.5% | +5.0% | -16.5% | -14.6% |
| YTD | +7.9% | +39.6% | -31.7% | -9.7% |
| 1Y | -15.0% | +81.1% | -96.2% | -38.2% |
| 3Y | +153.5% | +63.0% | +90.5% | +83.4% |
| 5Y | +58.7% | +65.6% | -7.0% | +10.5% |
| All | +445.3% | +228.4% | +216.9% | +271.3% |
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