+120.9%
MPC vs EXPD
+57.8%
+63.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +5.4% | -1.1% | +6.6% | +5.6% |
| 30D | +31.0% | +4.1% | +26.9% | +30.2% |
| 3M | +46.0% | +17.9% | +28.1% | +43.1% |
| 6M | +77.3% | +29.2% | +48.1% | +72.1% |
| YTD | +141.9% | +27.4% | +114.6% | +139.6% |
| 1Y | +120.9% | +56.8% | +64.1% | +133.2% |
| All | +120.9% | +57.8% | +63.1% | +133.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling