+2,812.9%
MMM vs EXPD
+30,859.1%
-28,046.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -3.3% | -1.1% | -2.2% | -3.1% |
| 30D | -7.0% | +4.1% | -11.1% | -7.8% |
| 3M | +10.8% | +17.9% | -7.1% | +6.8% |
| 6M | +5.8% | +29.2% | -23.5% | -0.3% |
| YTD | +6.8% | +27.4% | -20.6% | +0.5% |
| 1Y | +10.4% | +56.8% | -46.4% | -0.9% |
| 3Y | +104.7% | +68.0% | +36.6% | +80.2% |
| 5Y | +23.6% | +61.9% | -38.3% | +8.9% |
| 10Y | +54.1% | +316.0% | -261.9% | +13.4% |
| All | +2,812.9% | +30,859.1% | -28,046.2% | +1,457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling