+855.0%
EXPE vs MKC
+373.9%
+481.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -9.5% | -5.9% | -3.7% | -7.3% |
| 30D | -6.6% | -0.9% | -5.8% | -6.3% |
| 3M | +31.4% | +12.7% | +18.7% | +25.2% |
| 6M | +35.2% | -19.3% | +54.5% | +46.1% |
| YTD | +5.8% | -22.2% | +28.0% | +14.9% |
| 1Y | +38.7% | -23.3% | +62.0% | +51.2% |
| 3Y | +175.8% | -30.0% | +205.8% | +207.1% |
| 5Y | +111.8% | -33.8% | +145.6% | +135.4% |
| 10Y | +179.7% | +24.4% | +155.3% | +104.0% |
| All | +855.0% | +373.9% | +481.1% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling