+191.7%
MPC vs FDX
+70.4%
+121.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.8% |
| 7D | -9.4% | +0.2% | -9.6% | -9.5% |
| 30D | -14.3% | +9.3% | -23.6% | -16.2% |
| 3M | +31.1% | +0.5% | +30.6% | +30.7% |
| 6M | +60.3% | +5.3% | +54.9% | +57.2% |
| YTD | +142.5% | +38.6% | +103.9% | +116.4% |
| 1Y | +104.6% | +53.5% | +51.0% | +76.3% |
| 3Y | +191.7% | +74.2% | +117.5% | +117.9% |
| All | +191.7% | +70.4% | +121.3% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling