+153.3%
MP vs EXPD
+68.7%
+84.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | -2.9% | -1.1% | -1.7% | -2.5% |
| 30D | +13.8% | +4.1% | +9.7% | +12.5% |
| 3M | -16.7% | +17.9% | -34.6% | -20.9% |
| 6M | -11.5% | +29.2% | -40.7% | -18.8% |
| YTD | +7.9% | +27.4% | -19.4% | -1.5% |
| 1Y | -15.0% | +56.8% | -71.9% | -29.4% |
| All | +153.3% | +68.7% | +84.6% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling