+8,709.8%
MDT vs EXPD
+30,172.0%
-21,462.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.5% |
| 7D | +5.4% | -7.2% | +12.6% | +6.8% |
| 30D | +19.1% | -3.3% | +22.3% | +19.7% |
| 3M | +19.5% | +3.4% | +16.1% | +18.6% |
| 6M | +33.5% | +22.7% | +10.8% | +28.3% |
| YTD | +8.7% | +24.5% | -15.8% | +3.6% |
| 1Y | +16.8% | +38.6% | -21.9% | +9.2% |
| 3Y | +53.0% | +71.5% | -18.5% | +36.3% |
| 5Y | -2.9% | +56.2% | -59.1% | -12.9% |
| 10Y | +61.4% | +310.5% | -249.0% | +21.7% |
| All | +8,709.8% | +30,172.0% | -21,462.2% | +3,867.2% |
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