+104.9%
MMM vs EXPD
+68.7%
+36.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | -3.3% | -1.1% | -2.2% | -3.0% |
| 30D | -7.0% | +4.1% | -11.1% | -8.0% |
| 3M | +10.8% | +17.9% | -7.1% | +6.1% |
| 6M | +5.8% | +29.2% | -23.5% | -1.4% |
| YTD | +6.8% | +27.4% | -20.6% | -0.9% |
| 1Y | +10.4% | +56.8% | -46.4% | -5.5% |
| All | +104.9% | +68.7% | +36.2% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling