-34.2%
MKC vs EXPD
+60.9%
-95.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -4.3% | -0.9% | -3.4% | -4.2% |
| 30D | -2.0% | +4.1% | -6.1% | -2.6% |
| 3M | +10.0% | +13.8% | -3.8% | +7.7% |
| 6M | -18.5% | +27.3% | -45.8% | -21.7% |
| YTD | -22.4% | +25.4% | -47.9% | -25.7% |
| 1Y | -23.6% | +54.4% | -78.0% | -30.0% |
| 3Y | -30.4% | +67.9% | -98.3% | -38.2% |
| 5Y | -34.2% | +59.2% | -93.4% | -41.8% |
| All | -34.2% | +60.9% | -95.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling