+11.2%
MCD vs EXPD
+72.7%
-61.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.5% |
| 7D | +8.0% | -4.8% | +12.8% | +8.3% |
| 30D | +19.6% | -1.5% | +21.1% | +19.6% |
| 3M | +2.2% | +4.1% | -1.9% | +1.8% |
| 6M | -1.1% | +24.0% | -25.2% | -2.9% |
| YTD | -7.2% | +27.4% | -34.6% | -9.6% |
| 1Y | -6.7% | +38.4% | -45.1% | -10.2% |
| All | +11.2% | +72.7% | -61.6% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling