+3,144.9%
MMM vs EXPD
+30,870.6%
-27,725.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.2% |
| 7D | +5.9% | -4.8% | +10.7% | +6.9% |
| 30D | +14.7% | -1.5% | +16.3% | +15.0% |
| 3M | +3.6% | +4.1% | -0.5% | +2.5% |
| 6M | +32.7% | +24.0% | +8.7% | +26.4% |
| YTD | +18.9% | +27.4% | -8.5% | +11.8% |
| 1Y | +16.4% | +38.4% | -22.0% | +7.4% |
| 3Y | +159.8% | +73.2% | +86.6% | +127.0% |
| 5Y | +47.2% | +59.9% | -12.7% | +30.1% |
| 10Y | +86.5% | +319.9% | -233.5% | +36.8% |
| All | +3,144.9% | +30,870.6% | -27,725.7% | +1,632.3% |
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 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