+849.8%
MDB vs EXPD
+259.1%
+590.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.5% | -2.8% | -4.7% |
| 7D | -20.9% | -4.8% | -16.1% | -18.6% |
| 30D | -15.6% | -1.5% | -14.0% | -14.7% |
| 3M | -19.1% | +4.1% | -23.2% | -21.1% |
| 6M | +14.2% | +24.0% | -9.8% | +0.2% |
| YTD | -27.4% | +27.4% | -54.8% | -38.8% |
| 1Y | -13.0% | +38.4% | -51.4% | -30.6% |
| 3Y | -11.2% | +73.2% | -84.4% | -41.7% |
| 5Y | -45.2% | +59.9% | -105.0% | -62.4% |
| All | +849.8% | +259.1% | +590.6% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling