-2.8%
EXPE vs MKC
-25.8%
+23.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.5% | -3.0% | +2.5% | +0.3% |
| 30D | -6.1% | +4.8% | -10.9% | -6.1% |
| 3M | -21.3% | -12.8% | -8.5% | -19.9% |
| 6M | +19.0% | +5.0% | +14.0% | +22.2% |
| YTD | -8.4% | -29.1% | +20.6% | -6.7% |
| 1Y | -2.8% | -26.4% | +23.6% | -3.2% |
| All | -2.8% | -25.8% | +23.0% | -3.2% |
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