+779.7%
EXPE vs MCO
+1,166.3%
-386.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.5% | -5.4% | -6.7% |
| 7D | -9.8% | -2.7% | -7.0% | -8.5% |
| 30D | -11.5% | +0.9% | -12.4% | -11.8% |
| 3M | +21.7% | +8.7% | +13.0% | +17.1% |
| 6M | +10.4% | +2.4% | +8.0% | +9.3% |
| YTD | -2.5% | -5.2% | +2.6% | +0.4% |
| 1Y | +27.3% | -4.4% | +31.7% | +30.5% |
| 3Y | +153.5% | +45.1% | +108.4% | +112.4% |
| 5Y | +91.1% | +31.5% | +59.6% | +66.6% |
| 10Y | +153.1% | +380.7% | -227.6% | +23.1% |
| All | +779.7% | +1,166.3% | -386.6% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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