+1,171.8%
MPC vs EXPD
+335.0%
+836.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +11.2% | +5.5% | +5.7% | +8.5% |
| 30D | -14.5% | -0.8% | -13.7% | -14.1% |
| 3M | +16.7% | +4.1% | +12.5% | +14.3% |
| 6M | +67.6% | +25.7% | +41.9% | +49.7% |
| YTD | +157.9% | +31.4% | +126.5% | +122.8% |
| 1Y | +116.7% | +42.2% | +74.5% | +79.5% |
| 3Y | +199.8% | +77.2% | +122.6% | +115.1% |
| 5Y | +604.4% | +61.0% | +543.4% | +415.9% |
| All | +1,171.8% | +335.0% | +836.8% | +384.2% |
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 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