+27.4%
EXPE vs MKC
-23.2%
+50.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -11.5% | -4.3% | -7.2% | -11.0% |
| 30D | -13.1% | -3.1% | -10.0% | -12.6% |
| 3M | +18.1% | +6.8% | +11.3% | +18.4% |
| 6M | +13.3% | -18.3% | +31.6% | +12.5% |
| YTD | -3.2% | -23.1% | +19.8% | -1.0% |
| All | +27.4% | -23.2% | +50.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling