+345.8%
MCK vs EXPD
+61.4%
+284.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | +1.2% | -5.6% | -4.5% |
| 30D | -2.2% | +6.8% | -9.0% | -2.7% |
| 3M | +11.6% | +14.9% | -3.4% | +10.4% |
| 6M | -4.9% | +34.6% | -39.6% | -7.1% |
| YTD | +7.7% | +27.7% | -20.0% | +5.6% |
| 1Y | +25.2% | +57.7% | -32.4% | +21.1% |
| 3Y | +112.1% | +70.9% | +41.2% | +102.9% |
| 5Y | +345.8% | +59.5% | +286.4% | +326.1% |
| All | +345.8% | +61.4% | +284.4% | +326.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling