+3,005.7%
MPC vs FDX
+412.9%
+2,592.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -2.1% |
| 7D | -12.8% | +2.9% | -15.7% | -14.1% |
| 30D | -12.7% | +9.6% | -22.3% | -16.8% |
| 3M | +27.1% | +2.4% | +24.7% | +24.8% |
| 6M | +45.8% | +9.2% | +36.6% | +37.4% |
| YTD | +134.7% | +37.7% | +97.0% | +94.1% |
| 1Y | +106.0% | +56.1% | +49.9% | +59.4% |
| 3Y | +165.5% | +68.9% | +96.6% | +87.5% |
| 5Y | +540.9% | +79.0% | +461.9% | +309.8% |
| 10Y | +1,133.6% | +163.9% | +969.7% | +445.4% |
| All | +3,005.7% | +412.9% | +2,592.8% | +719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling