+153.5%
EXPE vs MKC
-29.9%
+183.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.5% | -7.8% |
| 7D | -9.8% | -4.3% | -5.4% | -8.8% |
| 30D | -11.5% | -2.0% | -9.5% | -11.0% |
| 3M | +21.7% | +10.0% | +11.7% | +19.5% |
| 6M | +10.4% | -18.5% | +28.9% | +15.5% |
| YTD | -2.5% | -22.4% | +19.9% | +3.2% |
| 1Y | +27.3% | -23.6% | +51.0% | +35.2% |
| 3Y | +153.5% | -30.4% | +184.0% | +171.6% |
| All | +153.5% | -29.9% | +183.4% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling