+906.4%
MOD vs EXPD
+304.0%
+602.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +7.1% |
| 7D | -25.5% | -7.2% | -18.4% | -21.6% |
| 30D | -49.0% | -3.3% | -45.7% | -47.7% |
| 3M | -49.8% | +3.4% | -53.2% | -50.9% |
| 6M | -64.8% | +22.7% | -87.5% | -69.2% |
| YTD | -27.6% | +24.5% | -52.2% | -39.0% |
| 1Y | -35.2% | +38.6% | -73.8% | -49.1% |
| 3Y | +137.1% | +71.5% | +65.6% | +57.1% |
| 5Y | +760.3% | +56.2% | +704.0% | +492.0% |
| All | +906.4% | +304.0% | +602.3% | +281.4% |
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