+1,079.5%
MPC vs FDX
+153.7%
+925.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | 0.0% |
| 7D | -16.2% | -1.6% | -14.5% | -15.7% |
| 30D | -15.7% | +6.6% | -22.3% | -18.4% |
| 3M | +24.9% | -2.1% | +27.0% | +25.3% |
| 6M | +52.7% | +2.2% | +50.5% | +49.2% |
| YTD | +131.9% | +33.9% | +97.9% | +96.8% |
| 1Y | +96.6% | +50.2% | +46.4% | +57.7% |
| 3Y | +163.8% | +65.5% | +98.2% | +92.5% |
| 5Y | +533.1% | +74.1% | +459.1% | +324.0% |
| All | +1,079.5% | +153.7% | +925.7% | +421.1% |
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