+213.4%
MCD vs EXPD
+313.3%
-100.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.3% |
| 7D | +8.0% | -4.8% | +12.8% | +9.2% |
| 30D | +19.6% | -1.5% | +21.1% | +19.9% |
| 3M | +2.2% | +4.1% | -1.9% | +0.9% |
| 6M | -1.1% | +24.0% | -25.2% | -6.9% |
| YTD | -7.2% | +27.4% | -34.6% | -14.2% |
| 1Y | -6.7% | +38.4% | -45.1% | -15.8% |
| 3Y | +11.6% | +73.2% | -61.6% | -7.7% |
| 5Y | +22.6% | +59.9% | -37.2% | +2.2% |
| All | +213.4% | +313.3% | -100.0% | +91.5% |
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