+7,983.2%
MDT vs EXPD
+30,859.1%
-22,875.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | +3.2% | -1.1% | +4.4% | +3.4% |
| 30D | +9.5% | +4.1% | +5.4% | +8.7% |
| 3M | +16.0% | +17.9% | -1.9% | +12.4% |
| 6M | +0.2% | +29.2% | -29.0% | -4.7% |
| YTD | -0.3% | +27.4% | -27.6% | -5.2% |
| 1Y | +4.7% | +56.8% | -52.1% | -4.4% |
| 3Y | +26.5% | +68.0% | -41.5% | +13.2% |
| 5Y | -18.2% | +61.9% | -80.1% | -27.1% |
| 10Y | +40.0% | +316.0% | -276.0% | +5.4% |
| All | +7,983.2% | +30,859.1% | -22,875.9% | +3,528.4% |
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