+445.3%
MP vs EXPD
+176.5%
+268.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | -2.9% | -1.1% | -1.7% | -2.3% |
| 30D | +13.8% | +4.1% | +9.7% | +11.4% |
| 3M | -16.7% | +17.9% | -34.6% | -24.3% |
| 6M | -11.5% | +29.2% | -40.7% | -24.2% |
| YTD | +7.9% | +27.4% | -19.4% | -8.3% |
| 1Y | -15.0% | +56.8% | -71.9% | -37.6% |
| 3Y | +153.5% | +68.0% | +85.5% | +72.1% |
| 5Y | +58.7% | +61.9% | -3.2% | +5.4% |
| All | +445.3% | +176.5% | +268.8% | +184.7% |
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 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