+160.0%
EXPE vs MDY
+177.2%
-17.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | -5.8% | -1.9% | -3.9% | -3.7% |
| 30D | -13.6% | -4.6% | -9.0% | -8.8% |
| 3M | +25.2% | -1.2% | +26.4% | +26.6% |
| 6M | +22.3% | +9.2% | +13.1% | +9.6% |
| YTD | -0.3% | +13.1% | -13.4% | -14.5% |
| 1Y | +27.8% | +13.0% | +14.8% | +10.0% |
| 3Y | +162.4% | +49.2% | +113.2% | +62.7% |
| 5Y | +95.8% | +47.2% | +48.6% | +26.5% |
| All | +160.0% | +177.2% | -17.1% | -0.9% |
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