+47.2%
EXPD vs MKTX
+5.4%
+41.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +1.8% | +1.0% | +0.9% | +1.9% |
| 3M | +8.9% | +2.5% | +6.4% | +9.0% |
| 6M | +42.2% | +8.0% | +34.2% | +45.6% |
| YTD | +33.4% | -7.3% | +40.6% | +39.7% |
| 1Y | +47.2% | +4.7% | +42.5% | +53.9% |
| All | +47.2% | +5.4% | +41.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling