+540.2%
MAR vs EXPD
+304.0%
+236.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | +4.3% | -7.2% | +11.5% | +7.7% |
| 30D | +16.8% | -3.3% | +20.1% | +18.4% |
| 3M | +16.0% | +3.4% | +12.6% | +13.9% |
| 6M | +16.5% | +22.7% | -6.2% | +5.0% |
| YTD | +35.0% | +24.5% | +10.5% | +19.1% |
| 1Y | +49.4% | +38.6% | +10.7% | +24.8% |
| 3Y | +124.1% | +71.5% | +52.6% | +64.1% |
| 5Y | +159.2% | +56.2% | +102.9% | +94.2% |
| All | +540.2% | +304.0% | +236.2% | +204.3% |
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