+334.3%
EXPD vs MDY
+173.8%
+160.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +0.6% | +2.1% | -1.5% | -0.8% |
| 3M | +9.8% | -3.6% | +13.4% | +12.6% |
| 6M | +25.8% | +1.7% | +24.1% | +24.2% |
| YTD | +31.3% | +13.8% | +17.4% | +19.8% |
| 1Y | +40.9% | +15.5% | +25.4% | +27.4% |
| 3Y | +74.7% | +58.3% | +16.4% | +25.9% |
| 5Y | +62.9% | +37.4% | +25.4% | +28.5% |
| 10Y | +334.3% | +171.0% | +163.4% | +109.3% |
| All | +334.3% | +173.8% | +160.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling