+61.6%
MDT vs EXPD
+334.2%
-272.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.2% |
| 7D | +3.5% | -5.5% | +9.0% | +5.1% |
| 30D | +16.2% | -1.9% | +18.1% | +16.6% |
| 3M | +18.9% | +6.1% | +12.8% | +16.6% |
| 6M | +37.3% | +21.6% | +15.7% | +29.0% |
| YTD | +9.7% | +27.9% | -18.1% | +0.5% |
| 1Y | +15.2% | +39.4% | -24.2% | +2.4% |
| 3Y | +61.8% | +72.7% | -10.9% | +31.0% |
| 5Y | -1.4% | +60.3% | -61.7% | -19.5% |
| 10Y | +61.6% | +332.6% | -271.0% | -0.5% |
| All | +61.6% | +334.2% | -272.6% | -0.5% |
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