-40.2%
MDB vs EXPD
+60.8%
-101.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -1.0% | -7.4% | +6.4% | +3.5% |
| 30D | -14.0% | -2.1% | -11.9% | -12.9% |
| 3M | -20.3% | +5.7% | -26.0% | -23.0% |
| 6M | +10.9% | +21.4% | -10.5% | -1.6% |
| YTD | -20.9% | +27.6% | -48.5% | -33.5% |
| 1Y | -11.2% | +36.1% | -47.3% | -28.8% |
| 3Y | -11.9% | +69.9% | -81.8% | -43.8% |
| 5Y | -40.2% | +59.7% | -99.9% | -63.4% |
| All | -40.2% | +60.8% | -101.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling