+29.5%
MCO vs EXPD
+61.0%
-31.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | -0.5% | +5.2% | -5.7% | -2.6% |
| 3M | +5.7% | +13.2% | -7.5% | +0.3% |
| 6M | +3.0% | +30.3% | -27.3% | -8.0% |
| YTD | -6.5% | +27.0% | -33.5% | -16.5% |
| 1Y | -5.8% | +57.3% | -63.1% | -24.3% |
| 3Y | +43.1% | +70.0% | -26.9% | +8.1% |
| 5Y | +29.5% | +61.6% | -32.1% | -3.1% |
| All | +29.5% | +61.0% | -31.5% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling