+134.5%
MO vs EXPD
+68.8%
+65.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | -2.4% | -7.2% | +4.7% | -2.6% |
| 30D | +9.7% | -3.3% | +13.0% | +9.7% |
| 3M | +14.1% | +3.4% | +10.8% | +14.2% |
| 6M | +11.9% | +22.7% | -10.8% | +12.4% |
| YTD | +38.4% | +24.5% | +13.9% | +39.0% |
| 1Y | +41.9% | +38.6% | +3.3% | +42.3% |
| 3Y | +134.5% | +71.5% | +63.0% | +132.9% |
| All | +134.5% | +68.8% | +65.7% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling