-7.8%
MP vs EXPD
+52.5%
-60.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.6% | -3.8% |
| 7D | -19.0% | -4.8% | -14.2% | -16.9% |
| 30D | -30.5% | -1.5% | -28.9% | -29.8% |
| 3M | -29.6% | +4.1% | -33.7% | -31.2% |
| 6M | -50.4% | +24.0% | -74.4% | -56.2% |
| YTD | -33.2% | +27.4% | -60.6% | -43.2% |
| 1Y | -38.6% | +38.4% | -76.9% | -50.4% |
| 3Y | +105.5% | +73.2% | +32.3% | +35.0% |
| 5Y | -7.8% | +59.9% | -67.7% | -42.7% |
| All | -7.8% | +52.5% | -60.3% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling