+110.6%
MCK vs EXPD
+70.1%
+40.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -4.4% | +1.2% | -5.6% | -4.5% |
| 30D | -2.2% | +6.8% | -9.0% | -2.6% |
| 3M | +11.6% | +14.9% | -3.4% | +10.7% |
| 6M | -4.9% | +34.6% | -39.6% | -6.6% |
| YTD | +7.7% | +27.7% | -20.0% | +6.3% |
| 1Y | +25.2% | +57.7% | -32.4% | +22.8% |
| All | +110.6% | +70.1% | +40.5% | +110.6% |
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