-66.4%
MOD vs EXPD
+27.5%
-93.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -5.2% |
| 7D | -34.2% | -4.8% | -29.4% | -31.8% |
| 30D | -51.9% | -1.5% | -50.3% | -50.3% |
| 3M | -53.0% | +4.1% | -57.2% | -52.1% |
| 6M | -66.4% | +24.0% | -90.4% | -66.5% |
| All | -66.4% | +27.5% | -93.8% | -66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling