+2.8%
MDLN vs EXPD
+30.9%
-28.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.7% |
| 7D | +4.5% | -1.6% | +6.1% | +4.6% |
| 30D | +17.9% | +0.6% | +17.3% | +17.2% |
| 3M | +20.3% | +9.8% | +10.5% | +17.4% |
| 6M | +7.4% | +25.8% | -18.3% | +3.0% |
| YTD | +0.4% | +31.3% | -30.9% | -2.7% |
| All | +2.8% | +30.9% | -28.0% | -0.4% |
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 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