+14,854.2%
MO vs EXPD
+30,859.1%
-16,004.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.3% | -1.1% | +1.5% | +0.5% |
| 30D | +0.6% | +4.1% | -3.4% | +0.2% |
| 3M | -1.0% | +17.9% | -18.9% | -2.9% |
| 6M | +4.3% | +29.2% | -24.9% | +1.2% |
| YTD | +23.3% | +27.4% | -4.1% | +19.4% |
| 1Y | +10.5% | +56.8% | -46.4% | +4.3% |
| 3Y | +96.3% | +68.0% | +28.2% | +82.6% |
| 5Y | +98.9% | +61.9% | +37.0% | +84.5% |
| 10Y | +103.6% | +316.0% | -212.4% | +70.0% |
| All | +14,854.2% | +30,859.1% | -16,004.9% | +8,591.2% |
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