-26.0%
MKC vs EXPD
+40.0%
-66.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.5% |
| 7D | -7.0% | -1.6% | -5.4% | -7.0% |
| 30D | +4.1% | +0.6% | +3.5% | +4.0% |
| 3M | -10.3% | +9.8% | -20.1% | -10.4% |
| 6M | +1.7% | +25.8% | -24.1% | +2.2% |
| YTD | -29.1% | +31.3% | -60.4% | -28.0% |
| 1Y | -26.0% | +40.9% | -66.9% | -24.2% |
| All | -26.0% | +40.0% | -66.0% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling