+127.7%
EXPE vs MDY
+165.3%
-37.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.0% |
| 7D | -0.5% | +2.3% | -2.8% | -3.2% |
| 30D | -6.1% | +2.0% | -8.1% | -7.9% |
| 3M | -21.3% | -5.6% | -15.7% | -15.5% |
| 6M | +19.0% | +1.3% | +17.7% | +17.1% |
| YTD | -8.4% | +12.3% | -20.8% | -20.7% |
| 1Y | -2.8% | +15.8% | -18.6% | -18.6% |
| 3Y | +120.8% | +56.5% | +64.3% | +28.7% |
| 5Y | +46.2% | +35.1% | +11.0% | +4.1% |
| All | +127.7% | +165.3% | -37.7% | -20.9% |
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