+3,393.7%
MKC vs EXPD
+30,859.1%
-27,465.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.1% |
| 7D | -5.9% | -1.1% | -4.7% | -5.7% |
| 30D | -0.9% | +4.1% | -4.9% | -1.4% |
| 3M | +12.7% | +17.9% | -5.2% | +10.1% |
| 6M | -19.3% | +29.2% | -48.5% | -22.3% |
| YTD | -22.2% | +27.4% | -49.5% | -25.1% |
| 1Y | -23.3% | +56.8% | -80.2% | -28.5% |
| 3Y | -30.0% | +68.0% | -98.0% | -35.8% |
| 5Y | -33.8% | +61.9% | -95.6% | -39.4% |
| 10Y | +24.4% | +316.0% | -291.6% | +0.1% |
| All | +3,393.7% | +30,859.1% | -27,465.4% | +1,624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling