+1,093.9%
MPC vs EXPD
+313.3%
+780.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.5% | -1.8% |
| 7D | -12.8% | -4.8% | -8.0% | -10.6% |
| 30D | -12.7% | -1.5% | -11.2% | -12.1% |
| 3M | +27.1% | +4.1% | +23.0% | +24.5% |
| 6M | +45.8% | +24.0% | +21.8% | +31.1% |
| YTD | +134.7% | +27.4% | +107.3% | +105.7% |
| 1Y | +106.0% | +38.4% | +67.7% | +72.8% |
| 3Y | +165.5% | +73.2% | +92.3% | +92.5% |
| 5Y | +540.9% | +59.9% | +481.0% | +368.7% |
| All | +1,093.9% | +313.3% | +780.6% | +390.5% |
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