+117.2%
MPC vs FDX
+65.6%
+51.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -7.9% |
| 7D | -10.9% | +8.1% | -19.1% | -10.6% |
| 30D | -9.4% | +13.9% | -23.3% | -9.1% |
| 3M | +26.0% | +5.5% | +20.4% | +26.4% |
| 6M | +56.5% | +15.1% | +41.4% | +57.6% |
| YTD | +144.3% | +43.2% | +101.1% | +130.1% |
| 1Y | +117.2% | +65.0% | +52.2% | +97.0% |
| All | +117.2% | +65.6% | +51.6% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling