-36.0%
MKC vs EXPD
+60.9%
-96.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -3.0% | +5.5% | -8.5% | -3.8% |
| 30D | +4.8% | -0.8% | +5.6% | +4.9% |
| 3M | -12.8% | +4.1% | -17.0% | -13.5% |
| 6M | +5.0% | +25.7% | -20.7% | +1.0% |
| YTD | -29.1% | +31.4% | -60.5% | -32.7% |
| 1Y | -26.4% | +42.2% | -68.6% | -31.3% |
| 3Y | -21.6% | +77.2% | -98.8% | -31.3% |
| All | -36.0% | +60.9% | -96.8% | -41.7% |
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