+5.4%
MCO vs EXPD
+40.0%
-34.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.5% |
| 7D | -2.5% | -1.6% | -1.0% | -2.4% |
| 30D | +9.4% | +0.6% | +8.8% | +9.2% |
| 3M | +8.3% | +9.8% | -1.5% | +6.7% |
| 6M | +15.4% | +25.8% | -10.4% | +11.7% |
| YTD | +1.5% | +31.3% | -29.8% | -2.9% |
| 1Y | +5.4% | +40.9% | -35.6% | -0.3% |
| All | +5.4% | +40.0% | -34.7% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling