+183.1%
MAR vs EXPD
+63.3%
+119.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | +1.8% | +3.6% | -1.8% | +0.4% |
| 30D | +14.3% | +0.3% | +14.0% | +14.0% |
| 3M | +20.0% | +6.1% | +13.9% | +17.0% |
| 6M | +21.7% | +27.4% | -5.6% | +10.0% |
| YTD | +37.7% | +32.0% | +5.7% | +20.9% |
| 1Y | +46.8% | +40.5% | +6.3% | +25.2% |
| 3Y | +121.0% | +75.7% | +45.3% | +66.3% |
| 5Y | +183.1% | +61.7% | +121.4% | +104.9% |
| All | +183.1% | +63.3% | +119.8% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling