+177.3%
MCD vs EXPD
+315.7%
-138.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | -6.0% | +4.1% | -10.1% | -7.0% |
| 3M | -5.6% | +17.9% | -23.5% | -9.7% |
| 6M | -21.9% | +29.2% | -51.1% | -27.3% |
| YTD | -14.7% | +27.4% | -42.1% | -20.9% |
| 1Y | -17.3% | +56.8% | -74.1% | -28.1% |
| 3Y | -2.2% | +68.0% | -70.2% | -18.3% |
| 5Y | +20.3% | +61.9% | -41.6% | -0.4% |
| All | +177.3% | +315.7% | -138.4% | +64.0% |
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