+564.6%
MPC vs FDX
+76.9%
+487.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -8.8% | +0.5% | -9.3% | -9.0% |
| 30D | -14.4% | +9.5% | -23.9% | -16.4% |
| 3M | +21.9% | -1.3% | +23.3% | +22.0% |
| 6M | +60.1% | +5.5% | +54.6% | +57.0% |
| YTD | +142.3% | +38.9% | +103.4% | +118.2% |
| 1Y | +101.7% | +58.8% | +42.9% | +74.5% |
| 3Y | +184.8% | +71.1% | +113.6% | +135.7% |
| 5Y | +564.6% | +76.3% | +488.3% | +450.7% |
| All | +564.6% | +76.9% | +487.7% | +450.7% |
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 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