+954.3%
MDB vs EXPD
+270.0%
+684.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +0.2% |
| 7D | +3.0% | -1.6% | +4.5% | +4.0% |
| 30D | -11.3% | +0.6% | -11.9% | -11.6% |
| 3M | -23.0% | +9.8% | -32.8% | -27.2% |
| 6M | +14.8% | +25.8% | -11.0% | -0.2% |
| YTD | -19.4% | +31.3% | -50.7% | -33.2% |
| 1Y | -9.0% | +40.9% | -49.9% | -28.1% |
| 3Y | -10.3% | +74.7% | -85.0% | -41.2% |
| 5Y | -38.4% | +62.9% | -101.2% | -58.2% |
| All | +954.3% | +270.0% | +684.3% | +337.4% |
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 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