+1,106.2%
MPC vs FDX
+160.0%
+946.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.1% |
| 7D | -9.4% | +0.2% | -9.6% | -9.6% |
| 30D | -14.3% | +9.3% | -23.6% | -17.9% |
| 3M | +31.1% | +0.5% | +30.6% | +30.1% |
| 6M | +60.3% | +5.3% | +54.9% | +54.6% |
| YTD | +142.5% | +38.6% | +103.9% | +102.9% |
| 1Y | +104.6% | +53.5% | +51.0% | +62.6% |
| 3Y | +191.7% | +74.2% | +117.5% | +108.0% |
| 5Y | +549.2% | +75.3% | +473.9% | +335.9% |
| 10Y | +1,106.2% | +156.3% | +950.0% | +397.7% |
| All | +1,106.2% | +160.0% | +946.2% | +397.7% |
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