+39.1%
MDT vs EXPD
+308.0%
-268.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +6.0% | +4.1% | +1.9% | +4.7% |
| 3M | +15.5% | +13.8% | +1.8% | +10.9% |
| 6M | +3.4% | +27.3% | -23.9% | -4.4% |
| YTD | -2.2% | +25.4% | -27.6% | -9.8% |
| 1Y | +2.6% | +54.4% | -51.8% | -12.0% |
| 3Y | +27.5% | +67.9% | -40.4% | +4.2% |
| 5Y | -20.1% | +59.2% | -79.2% | -34.9% |
| 10Y | +39.1% | +308.6% | -269.5% | -19.6% |
| All | +39.1% | +308.0% | -268.9% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling