+88.3%
EXPE vs MKC
-34.7%
+123.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -11.5% | -4.3% | -7.2% | -10.5% |
| 30D | -13.1% | -3.1% | -10.0% | -12.3% |
| 3M | +18.1% | +6.8% | +11.3% | +16.5% |
| 6M | +13.3% | -18.3% | +31.6% | +18.7% |
| YTD | -3.2% | -23.1% | +19.8% | +2.6% |
| 1Y | +26.1% | -23.7% | +49.8% | +33.8% |
| 3Y | +151.7% | -31.0% | +182.7% | +171.3% |
| 5Y | +88.3% | -33.5% | +121.9% | +114.6% |
| All | +88.3% | -34.7% | +123.0% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling