+78.4%
MMM vs EXPD
+337.7%
-259.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.5% |
| 7D | -2.6% | -1.6% | -1.0% | -2.0% |
| 30D | +17.4% | +0.6% | +16.8% | +16.8% |
| 3M | +3.6% | +9.8% | -6.2% | -1.1% |
| 6M | +33.0% | +25.8% | +7.3% | +19.0% |
| YTD | +19.6% | +31.3% | -11.6% | +2.9% |
| 1Y | +14.0% | +40.9% | -26.9% | -5.5% |
| 3Y | +164.3% | +74.7% | +89.6% | +90.9% |
| 5Y | +49.3% | +62.9% | -13.5% | +9.7% |
| 10Y | +78.4% | +334.3% | -256.0% | -19.1% |
| All | +78.4% | +337.7% | -259.4% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling