+254.1%
MP vs EXPD
+170.3%
+83.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +6.1% |
| 7D | -10.5% | -7.2% | -3.4% | -7.0% |
| 30D | -23.5% | -3.3% | -20.3% | -22.2% |
| 3M | -25.4% | +3.4% | -28.8% | -27.0% |
| 6M | -51.3% | +22.7% | -74.0% | -56.9% |
| YTD | -29.9% | +24.5% | -54.4% | -39.9% |
| 1Y | -31.8% | +38.6% | -70.5% | -45.4% |
| 3Y | +127.0% | +71.5% | +55.5% | +50.0% |
| 5Y | -3.3% | +56.2% | -59.5% | -34.7% |
| All | +254.1% | +170.3% | +83.8% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling