+45.1%
MCO vs EXPD
+66.3%
-21.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | +0.9% | +4.1% | -3.1% | -0.2% |
| 3M | +8.7% | +13.8% | -5.1% | +4.4% |
| 6M | +2.4% | +27.3% | -24.9% | -5.1% |
| YTD | -5.2% | +25.4% | -30.6% | -12.6% |
| 1Y | -4.4% | +54.4% | -58.7% | -19.1% |
| 3Y | +45.1% | +67.9% | -22.8% | +13.0% |
| All | +45.1% | +66.3% | -21.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling