+3,101.0%
MPC vs EXPD
+374.3%
+2,726.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +5.4% | -1.1% | +6.6% | +6.0% |
| 30D | +31.0% | +4.1% | +26.9% | +28.4% |
| 3M | +46.0% | +17.9% | +28.1% | +34.3% |
| 6M | +77.3% | +29.2% | +48.1% | +55.1% |
| YTD | +141.9% | +27.4% | +114.6% | +111.5% |
| 1Y | +120.9% | +56.8% | +64.1% | +71.5% |
| 3Y | +182.7% | +68.0% | +114.6% | +107.5% |
| 5Y | +646.4% | +61.9% | +584.6% | +436.0% |
| 10Y | +1,138.7% | +316.0% | +822.7% | +416.9% |
| All | +3,101.0% | +374.3% | +2,726.7% | +1,089.9% |
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