-35.2%
MOD vs EXPD
+35.2%
-70.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.4% |
| 7D | -25.5% | -7.2% | -18.4% | -23.4% |
| 30D | -49.0% | -3.3% | -45.7% | -48.0% |
| 3M | -49.8% | +3.4% | -53.2% | -49.7% |
| 6M | -64.8% | +22.7% | -87.5% | -66.2% |
| YTD | -27.6% | +24.5% | -52.2% | -37.3% |
| 1Y | -35.2% | +38.6% | -73.8% | -48.6% |
| All | -35.2% | +35.2% | -70.4% | -48.6% |
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