+713.8%
MOD vs EXPD
+52.5%
+661.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -4.8% |
| 7D | -34.2% | -4.8% | -29.4% | -32.0% |
| 30D | -51.9% | -1.5% | -50.3% | -51.2% |
| 3M | -53.0% | +4.1% | -57.2% | -54.0% |
| 6M | -66.4% | +24.0% | -90.4% | -70.2% |
| YTD | -31.5% | +27.4% | -59.0% | -41.6% |
| 1Y | -39.6% | +38.4% | -77.9% | -50.9% |
| 3Y | +116.8% | +73.2% | +43.6% | +49.5% |
| 5Y | +713.8% | +59.9% | +653.9% | +430.5% |
| All | +713.8% | +52.5% | +661.3% | +430.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling