+15,827.0%
EXPD vs MDY
+2,534.4%
+13,292.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.8% |
| 7D | -7.2% | -1.7% | -5.5% | -5.8% |
| 30D | -3.3% | -0.9% | -2.3% | -2.6% |
| 3M | +3.4% | -5.7% | +9.1% | +8.6% |
| 6M | +22.7% | -2.9% | +25.6% | +25.5% |
| YTD | +24.5% | +9.8% | +14.7% | +14.4% |
| 1Y | +38.6% | +13.5% | +25.2% | +23.9% |
| 3Y | +71.5% | +51.9% | +19.6% | +17.4% |
| 5Y | +56.2% | +32.0% | +24.2% | +19.4% |
| 10Y | +310.5% | +176.5% | +134.0% | +53.2% |
| All | +15,827.0% | +2,534.4% | +13,292.6% | +1,035.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling