+642.2%
MPC vs EXPD
+61.6%
+580.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +5.4% | -1.1% | +6.6% | +5.8% |
| 30D | +31.0% | +4.1% | +26.9% | +29.4% |
| 3M | +46.0% | +17.9% | +28.1% | +39.1% |
| 6M | +77.3% | +29.2% | +48.1% | +64.2% |
| YTD | +141.9% | +27.4% | +114.6% | +124.3% |
| 1Y | +120.9% | +56.8% | +64.1% | +91.3% |
| 3Y | +182.7% | +68.0% | +114.6% | +137.0% |
| All | +642.2% | +61.6% | +580.7% | +499.8% |
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