+23.6%
MKC vs EXPD
+336.9%
-313.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -7.3% | +3.6% | -10.9% | -8.1% |
| 30D | +4.0% | +0.3% | +3.7% | +3.8% |
| 3M | -11.5% | +6.1% | -17.5% | -13.0% |
| 6M | +1.1% | +27.4% | -26.3% | -5.5% |
| YTD | -29.9% | +32.0% | -61.9% | -35.7% |
| 1Y | -27.0% | +40.5% | -67.6% | -34.4% |
| 3Y | -22.3% | +75.7% | -98.0% | -36.0% |
| 5Y | -36.0% | +61.7% | -97.7% | -46.6% |
| All | +23.6% | +336.9% | -313.3% | -28.2% |
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 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