+89.7%
EXPE vs MDY
+47.4%
+42.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -7.1% |
| 7D | -9.8% | +1.0% | -10.8% | -10.9% |
| 30D | -11.5% | -3.1% | -8.4% | -8.0% |
| 3M | +21.7% | +1.8% | +19.9% | +18.6% |
| 6M | +10.4% | +10.8% | -0.4% | -3.7% |
| YTD | -2.5% | +14.4% | -17.0% | -18.6% |
| 1Y | +27.3% | +15.2% | +12.1% | +5.6% |
| 3Y | +153.5% | +51.2% | +102.3% | +45.8% |
| All | +89.7% | +47.4% | +42.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling