+601.0%
MPC vs FDX
+74.7%
+526.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +11.2% | +5.2% | +6.1% | +9.9% |
| 30D | -14.5% | +11.3% | -25.8% | -16.8% |
| 3M | +16.7% | -4.1% | +20.8% | +17.6% |
| 6M | +67.6% | +9.6% | +57.9% | +62.7% |
| YTD | +157.9% | +40.9% | +117.0% | +131.4% |
| 1Y | +116.7% | +53.0% | +63.6% | +89.7% |
| 3Y | +199.8% | +74.1% | +125.7% | +147.0% |
| All | +601.0% | +74.7% | +526.3% | +486.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling