+6,563.2%
MCD vs EXPD
+32,316.9%
-25,753.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.8% | +7.0% |
| 7D | +11.9% | +0.3% | +11.6% | +11.8% |
| 30D | +20.2% | +1.8% | +18.4% | +19.9% |
| 3M | +5.2% | +8.9% | -3.8% | +3.7% |
| 6M | 0.0% | +42.2% | -42.2% | -5.4% |
| YTD | -6.5% | +33.4% | -39.9% | -11.1% |
| 1Y | -3.9% | +47.2% | -51.1% | -10.1% |
| 3Y | +12.5% | +81.3% | -68.8% | +1.2% |
| 5Y | +24.2% | +60.2% | -36.0% | +12.9% |
| 10Y | +220.9% | +339.5% | -118.6% | +150.5% |
| All | +6,563.2% | +32,316.9% | -25,753.7% | +3,626.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling