+515.5%
MAR vs EXPD
+334.2%
+181.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.1% |
| 7D | +0.2% | -5.5% | +5.7% | +2.7% |
| 30D | +14.0% | -1.9% | +15.9% | +14.8% |
| 3M | +18.1% | +6.1% | +12.0% | +14.6% |
| 6M | +18.6% | +21.6% | -3.0% | +7.4% |
| YTD | +35.3% | +27.9% | +7.4% | +17.8% |
| 1Y | +44.5% | +39.4% | +5.1% | +20.4% |
| 3Y | +120.7% | +72.7% | +48.0% | +61.1% |
| 5Y | +164.1% | +60.3% | +103.8% | +95.2% |
| 10Y | +515.5% | +332.6% | +182.9% | +159.8% |
| All | +515.5% | +334.2% | +181.3% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling