-5.8%
MCO vs EXPD
+56.9%
-62.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | -0.5% | +5.2% | -5.7% | -1.2% |
| 3M | +5.7% | +13.2% | -7.5% | +3.8% |
| 6M | +3.0% | +30.3% | -27.3% | -0.7% |
| YTD | -6.5% | +27.0% | -33.5% | -10.0% |
| 1Y | -5.8% | +57.3% | -63.1% | -13.4% |
| All | -5.8% | +56.9% | -62.6% | -13.4% |
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