+24.0%
MKC vs EXPD
+334.2%
-310.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.8% |
| 7D | -1.9% | -5.5% | +3.5% | -0.6% |
| 30D | +8.0% | -1.9% | +9.9% | +8.4% |
| 3M | -8.6% | +6.1% | -14.7% | -10.2% |
| 6M | +1.1% | +21.6% | -20.6% | -4.3% |
| YTD | -27.7% | +27.9% | -55.6% | -33.1% |
| 1Y | -23.7% | +39.4% | -63.1% | -31.3% |
| 3Y | -19.4% | +72.7% | -92.1% | -33.3% |
| 5Y | -33.3% | +60.3% | -93.7% | -44.4% |
| 10Y | +24.0% | +332.6% | -308.6% | -26.1% |
| All | +24.0% | +334.2% | -310.2% | -26.1% |
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