+534.5%
MPC vs EXPD
+55.6%
+478.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.5% |
| 7D | -16.2% | -7.2% | -9.0% | -14.3% |
| 30D | -15.7% | -3.3% | -12.4% | -14.8% |
| 3M | +24.9% | +3.4% | +21.5% | +23.7% |
| 6M | +52.7% | +22.7% | +30.0% | +43.6% |
| YTD | +131.9% | +24.5% | +107.3% | +116.1% |
| 1Y | +96.6% | +38.6% | +58.0% | +77.3% |
| 3Y | +163.8% | +71.5% | +92.3% | +119.2% |
| All | +534.5% | +55.6% | +478.9% | +402.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling