+135.5%
MO vs EXPD
+334.2%
-198.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.0% |
| 7D | -1.8% | -5.5% | +3.7% | -0.7% |
| 30D | +5.8% | -1.9% | +7.7% | +6.1% |
| 3M | +12.7% | +6.1% | +6.6% | +11.1% |
| 6M | +14.8% | +21.6% | -6.9% | +9.8% |
| YTD | +37.8% | +27.9% | +10.0% | +29.3% |
| 1Y | +39.5% | +39.4% | +0.1% | +28.0% |
| 3Y | +136.1% | +72.7% | +63.4% | +100.7% |
| 5Y | +148.5% | +60.3% | +88.2% | +112.5% |
| 10Y | +135.5% | +332.6% | -197.1% | +60.9% |
| All | +135.5% | +334.2% | -198.6% | +60.9% |
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