+167.0%
MPC vs FDX
+68.8%
+98.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -3.0% |
| 7D | -12.8% | +2.9% | -15.7% | -13.4% |
| 30D | -12.7% | +9.6% | -22.3% | -14.7% |
| 3M | +27.1% | +2.4% | +24.7% | +26.1% |
| 6M | +45.8% | +9.2% | +36.6% | +41.5% |
| YTD | +134.7% | +37.7% | +97.0% | +109.6% |
| 1Y | +106.0% | +56.1% | +49.9% | +76.4% |
| All | +167.0% | +68.8% | +98.2% | +101.8% |
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