+3,565.2%
MOD vs EXPD
+30,859.1%
-27,293.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | +9.6% | -1.1% | +10.7% | +10.1% |
| 30D | 0.0% | +4.1% | -4.0% | -1.6% |
| 3M | -35.4% | +17.9% | -53.3% | -39.6% |
| 6M | -7.3% | +29.2% | -36.5% | -16.8% |
| YTD | +45.8% | +27.4% | +18.4% | +30.4% |
| 1Y | +43.1% | +56.8% | -13.7% | +17.3% |
| 3Y | +297.7% | +68.0% | +229.6% | +217.3% |
| 5Y | +1,478.8% | +61.9% | +1,416.9% | +1,165.1% |
| 10Y | +1,633.4% | +316.0% | +1,317.4% | +886.3% |
| All | +3,565.2% | +30,859.1% | -27,293.8% | +1,178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling