+29.4%
MMM vs EXPD
+61.6%
-32.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | -3.3% | -1.1% | -2.2% | -2.9% |
| 30D | -7.0% | +4.1% | -11.1% | -8.3% |
| 3M | +10.8% | +17.9% | -7.1% | +4.5% |
| 6M | +5.8% | +29.2% | -23.5% | -3.9% |
| YTD | +6.8% | +27.4% | -20.6% | -3.4% |
| 1Y | +10.4% | +56.8% | -46.4% | -8.9% |
| 3Y | +104.7% | +68.0% | +36.6% | +60.7% |
| All | +29.4% | +61.6% | -32.1% | -1.3% |
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