+189.8%
MU vs EXPD
+35.2%
+154.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +6.2% |
| 7D | -22.0% | -7.2% | -14.8% | -18.8% |
| 30D | -36.6% | -3.3% | -33.3% | -35.0% |
| 3M | -21.7% | +3.4% | -25.1% | -22.1% |
| 6M | +3.5% | +22.7% | -19.1% | -3.8% |
| YTD | +141.9% | +24.5% | +117.4% | +105.6% |
| 1Y | +189.8% | +38.6% | +151.2% | +116.7% |
| All | +189.8% | +35.2% | +154.7% | +116.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling