+43.1%
MOD vs EXPD
+57.8%
-14.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | +9.6% | -1.1% | +10.7% | +9.8% |
| 30D | 0.0% | +4.1% | -4.0% | -0.7% |
| 3M | -35.4% | +17.9% | -53.3% | -37.4% |
| 6M | -7.3% | +29.2% | -36.5% | -12.0% |
| YTD | +45.8% | +27.4% | +18.4% | +37.6% |
| 1Y | +43.1% | +56.8% | -13.7% | +34.6% |
| All | +43.1% | +57.8% | -14.7% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling