+855.0%
EXPE vs MDY
+584.5%
+270.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -9.5% | +0.1% | -9.7% | -9.6% |
| 30D | -6.6% | -1.5% | -5.1% | -5.2% |
| 3M | +31.4% | +0.8% | +30.6% | +29.9% |
| 6M | +35.2% | +7.4% | +27.8% | +24.0% |
| YTD | +5.8% | +15.2% | -9.4% | -10.0% |
| 1Y | +38.7% | +16.5% | +22.1% | +16.8% |
| 3Y | +175.8% | +46.8% | +129.0% | +81.5% |
| 5Y | +111.8% | +46.0% | +65.8% | +44.4% |
| 10Y | +179.7% | +172.1% | +7.6% | +1.8% |
| All | +855.0% | +584.5% | +270.5% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling