-18.7%
MKC vs EXPD
+68.8%
-87.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -3.1% |
| 7D | +2.3% | -7.2% | +9.5% | +3.1% |
| 30D | +8.1% | -3.3% | +11.4% | +8.4% |
| 3M | -6.4% | +3.4% | -9.8% | -6.9% |
| 6M | +1.8% | +22.7% | -20.9% | -0.4% |
| YTD | -26.9% | +24.5% | -51.4% | -29.0% |
| 1Y | -21.7% | +38.6% | -60.4% | -25.4% |
| 3Y | -18.7% | +71.5% | -90.2% | -28.8% |
| All | -18.7% | +68.8% | -87.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling