-0.1%
EXPE vs MDLN
-7.1%
+6.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -5.8% | -11.1% | +5.3% | -2.6% |
| 30D | -13.6% | -8.4% | -5.3% | -11.4% |
| 3M | +25.2% | -12.4% | +37.6% | +29.0% |
| 6M | +22.3% | -23.3% | +45.6% | +31.3% |
| YTD | -0.3% | -22.5% | +22.2% | +7.7% |
| All | -0.1% | -7.1% | +6.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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