+726.6%
EXPE vs MDY
+567.5%
+159.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.0% |
| 7D | -0.5% | +2.3% | -2.8% | -3.0% |
| 30D | -6.1% | +2.0% | -8.1% | -7.7% |
| 3M | -21.3% | -5.6% | -15.7% | -16.0% |
| 6M | +19.0% | +1.3% | +17.7% | +17.3% |
| YTD | -8.4% | +12.3% | -20.8% | -19.7% |
| 1Y | -2.8% | +15.8% | -18.6% | -17.3% |
| 3Y | +120.8% | +56.5% | +64.3% | +35.6% |
| 5Y | +46.2% | +35.1% | +11.0% | +8.8% |
| 10Y | +123.8% | +167.4% | -43.6% | -16.4% |
| All | +726.6% | +567.5% | +159.1% | +31.9% |
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 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