+237.4%
MP vs FDX
+223.9%
+13.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.8% | -2.2% | -4.2% |
| 7D | -19.0% | +2.9% | -21.9% | -20.2% |
| 30D | -30.5% | +9.6% | -40.1% | -33.6% |
| 3M | -29.6% | +2.4% | -31.9% | -30.8% |
| 6M | -50.4% | +9.2% | -59.6% | -53.1% |
| YTD | -33.2% | +37.7% | -70.9% | -43.9% |
| 1Y | -38.6% | +56.1% | -94.7% | -51.8% |
| 3Y | +105.5% | +68.9% | +36.5% | +44.7% |
| 5Y | -7.8% | +79.0% | -86.8% | -38.8% |
| All | +237.4% | +223.9% | +13.5% | +130.5% |
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