+388.8%
MCO vs EXPD
+316.4%
+72.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -0.5% | +5.2% | -5.7% | -3.1% |
| 3M | +5.7% | +13.2% | -7.5% | -1.1% |
| 6M | +3.0% | +30.3% | -27.3% | -10.8% |
| YTD | -6.5% | +27.0% | -33.5% | -19.0% |
| 1Y | -5.8% | +57.3% | -63.1% | -28.1% |
| 3Y | +43.1% | +70.0% | -26.9% | +1.9% |
| 5Y | +29.5% | +61.6% | -32.1% | -7.5% |
| 10Y | +388.8% | +321.1% | +67.7% | +110.8% |
| All | +388.8% | +316.4% | +72.4% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling