+1,673.7%
MOD vs EXPD
+32,316.9%
-30,643.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.2% | -18.2% | -20.1% |
| 7D | -31.3% | +0.3% | -31.6% | -31.2% |
| 30D | -46.1% | +1.8% | -48.0% | -46.4% |
| 3M | -51.1% | +8.9% | -60.1% | -52.8% |
| 6M | -62.1% | +42.2% | -104.3% | -67.2% |
| YTD | -26.2% | +33.4% | -59.5% | -35.2% |
| 1Y | -32.6% | +47.2% | -79.7% | -43.0% |
| 3Y | +133.8% | +81.3% | +52.6% | +80.8% |
| 5Y | +792.8% | +60.2% | +732.6% | +620.0% |
| 10Y | +959.8% | +339.5% | +620.3% | +489.7% |
| All | +1,673.7% | +32,316.9% | -30,643.1% | +507.4% |
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 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