-6.4%
MDB vs EXPD
+68.7%
-75.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -17.4% | -1.1% | -16.3% | -17.1% |
| 30D | -2.0% | +4.1% | -6.1% | -3.1% |
| 3M | -3.0% | +17.9% | -20.9% | -7.6% |
| 6M | +48.7% | +29.2% | +19.5% | +37.6% |
| YTD | -12.1% | +27.4% | -39.5% | -19.0% |
| 1Y | +14.5% | +56.8% | -42.3% | -3.2% |
| All | -6.4% | +68.7% | -75.1% | -27.0% |
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