+1,079.5%
MPC vs EXPD
+304.0%
+775.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.1% |
| 7D | -16.2% | -7.2% | -9.0% | -13.1% |
| 30D | -15.7% | -3.3% | -12.4% | -14.4% |
| 3M | +24.9% | +3.4% | +21.5% | +22.8% |
| 6M | +52.7% | +22.7% | +30.0% | +37.9% |
| YTD | +131.9% | +24.5% | +107.3% | +105.4% |
| 1Y | +96.6% | +38.6% | +58.0% | +64.7% |
| 3Y | +163.8% | +71.5% | +92.3% | +92.0% |
| 5Y | +533.1% | +56.2% | +476.9% | +368.0% |
| All | +1,079.5% | +304.0% | +775.4% | +389.7% |
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 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