+7,134.6%
MCK vs EXPD
+17,573.5%
-10,438.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | +1.7% | -1.1% | +2.9% | +2.0% |
| 30D | +3.6% | +4.1% | -0.5% | +2.7% |
| 3M | +20.1% | +17.9% | +2.2% | +16.0% |
| 6M | -7.0% | +29.2% | -36.3% | -12.0% |
| YTD | +11.0% | +27.4% | -16.3% | +5.1% |
| 1Y | +31.8% | +56.8% | -25.0% | +19.5% |
| 3Y | +123.1% | +68.0% | +55.1% | +96.8% |
| 5Y | +351.7% | +61.9% | +289.8% | +294.8% |
| 10Y | +435.4% | +316.0% | +119.4% | +284.6% |
| All | +7,134.6% | +17,573.5% | -10,438.9% | +3,323.3% |
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