+45.3%
MMM vs EXPD
+55.6%
-10.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | +6.2% | -7.2% | +13.4% | +8.8% |
| 30D | +14.2% | -3.3% | +17.5% | +15.3% |
| 3M | +2.9% | +3.4% | -0.5% | +1.3% |
| 6M | +27.6% | +22.7% | +4.9% | +17.9% |
| YTD | +17.3% | +24.5% | -7.3% | +6.2% |
| 1Y | +15.1% | +38.6% | -23.6% | -0.5% |
| 3Y | +157.1% | +71.5% | +85.6% | +97.0% |
| All | +45.3% | +55.6% | -10.3% | +11.4% |
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