+54.6%
MDT vs EXPD
+76.1%
-21.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.7% | +3.6% | -7.3% | -4.1% |
| 30D | +8.6% | +0.3% | +8.3% | +8.4% |
| 3M | +12.2% | +6.1% | +6.1% | +11.2% |
| 6M | +33.7% | +27.4% | +6.4% | +29.3% |
| YTD | +7.8% | +32.0% | -24.2% | +3.2% |
| 1Y | +8.9% | +40.5% | -31.6% | +3.0% |
| All | +54.6% | +76.1% | -21.5% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling