+875.5%
MDB vs EXPD
+251.0%
+624.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +4.0% |
| 7D | -11.4% | -7.2% | -4.2% | -7.5% |
| 30D | -13.8% | -3.3% | -10.6% | -12.2% |
| 3M | -15.5% | +3.4% | -18.8% | -17.3% |
| 6M | +17.9% | +22.7% | -4.8% | +4.0% |
| YTD | -25.5% | +24.5% | -50.0% | -36.4% |
| 1Y | -12.1% | +38.6% | -50.7% | -30.1% |
| 3Y | -5.9% | +71.5% | -77.4% | -38.0% |
| 5Y | -43.7% | +56.2% | -99.9% | -60.9% |
| All | +875.5% | +251.0% | +624.4% | +316.9% |
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