+14.0%
MMM vs EXPD
+40.0%
-26.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.4% |
| 7D | -2.6% | -1.6% | -1.0% | -2.6% |
| 30D | +17.4% | +0.6% | +16.8% | +17.1% |
| 3M | +3.6% | +9.8% | -6.2% | +2.7% |
| 6M | +33.0% | +25.8% | +7.3% | +31.0% |
| YTD | +19.6% | +31.3% | -11.6% | +15.6% |
| 1Y | +14.0% | +40.9% | -26.9% | +8.2% |
| All | +14.0% | +40.0% | -26.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling