+103.0%
MO vs EXPD
+308.0%
-205.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -0.3% | +4.1% | -4.3% | -1.1% |
| 3M | -2.9% | +13.8% | -16.7% | -5.7% |
| 6M | +5.8% | +27.3% | -21.5% | 0.0% |
| YTD | +22.0% | +25.4% | -3.4% | +15.0% |
| 1Y | +10.7% | +54.4% | -43.7% | -1.3% |
| 3Y | +94.4% | +67.9% | +26.5% | +66.2% |
| 5Y | +97.2% | +59.2% | +38.0% | +67.9% |
| 10Y | +103.0% | +308.6% | -205.6% | +26.3% |
| All | +103.0% | +308.0% | -205.0% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling