+211.3%
MCD vs EXPD
+334.2%
-122.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.1% |
| 7D | +5.9% | -5.5% | +11.4% | +7.3% |
| 30D | +19.6% | -1.9% | +21.5% | +20.1% |
| 3M | +3.3% | +6.1% | -2.8% | +1.5% |
| 6M | +3.5% | +21.6% | -18.1% | -2.0% |
| YTD | -6.1% | +27.9% | -34.0% | -13.2% |
| 1Y | -3.7% | +39.4% | -43.1% | -13.3% |
| 3Y | +13.4% | +72.7% | -59.3% | -6.2% |
| 5Y | +25.2% | +60.3% | -35.2% | +4.2% |
| 10Y | +211.3% | +332.6% | -121.3% | +82.4% |
| All | +211.3% | +334.2% | -122.9% | +82.4% |
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