+920.8%
MDB vs EXPD
+260.5%
+660.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +2.0% | +3.1% |
| 7D | -0.9% | -5.5% | +4.5% | +2.4% |
| 30D | -15.2% | -1.9% | -13.3% | -14.2% |
| 3M | -17.9% | +6.1% | -24.0% | -20.8% |
| 6M | +9.3% | +21.6% | -12.3% | -3.0% |
| YTD | -22.0% | +27.9% | -49.9% | -34.4% |
| 1Y | -9.3% | +39.4% | -48.7% | -28.0% |
| 3Y | -10.4% | +72.7% | -83.0% | -40.9% |
| 5Y | -43.2% | +60.3% | -103.6% | -61.1% |
| All | +920.8% | +260.5% | +660.3% | +329.8% |
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