-5.9%
MDB vs EXPD
+68.8%
-74.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.3% |
| 7D | -11.4% | -7.2% | -4.2% | -9.5% |
| 30D | -13.8% | -3.3% | -10.6% | -13.0% |
| 3M | -15.5% | +3.4% | -18.8% | -16.2% |
| 6M | +17.9% | +22.7% | -4.8% | +11.5% |
| YTD | -25.5% | +24.5% | -50.0% | -30.4% |
| 1Y | -12.1% | +38.6% | -50.7% | -21.0% |
| 3Y | -5.9% | +71.5% | -77.4% | -19.3% |
| All | -5.9% | +68.8% | -74.7% | -19.3% |
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