+16,689.9%
MO vs EXPD
+30,172.0%
-13,482.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.6% |
| 7D | -2.4% | -7.2% | +4.7% | -1.7% |
| 30D | +9.7% | -3.3% | +13.0% | +10.1% |
| 3M | +14.1% | +3.4% | +10.8% | +13.6% |
| 6M | +11.9% | +22.7% | -10.8% | +9.2% |
| YTD | +38.4% | +24.5% | +13.9% | +34.3% |
| 1Y | +41.9% | +38.6% | +3.3% | +36.0% |
| 3Y | +134.5% | +71.5% | +63.0% | +117.6% |
| 5Y | +147.3% | +56.2% | +91.0% | +130.4% |
| 10Y | +135.2% | +310.5% | -175.2% | +96.7% |
| All | +16,689.9% | +30,172.0% | -13,482.1% | +9,677.8% |
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