+3,132.1%
MPC vs EXPD
+396.6%
+2,735.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -6.5% |
| 7D | -10.9% | +0.3% | -11.2% | -11.0% |
| 30D | -9.4% | +1.8% | -11.2% | -10.2% |
| 3M | +26.0% | +8.9% | +17.0% | +20.6% |
| 6M | +56.5% | +42.2% | +14.3% | +31.0% |
| YTD | +144.3% | +33.4% | +110.9% | +108.6% |
| 1Y | +117.2% | +47.2% | +70.1% | +76.0% |
| 3Y | +176.3% | +81.3% | +95.0% | +95.5% |
| 5Y | +590.5% | +60.2% | +530.3% | +403.1% |
| 10Y | +1,183.8% | +339.5% | +844.3% | +421.0% |
| All | +3,132.1% | +396.6% | +2,735.5% | +1,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling