+855.4%
MU vs EXPD
+68.8%
+786.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +6.3% |
| 7D | -22.0% | -7.2% | -14.8% | -18.7% |
| 30D | -36.6% | -3.3% | -33.3% | -35.2% |
| 3M | -21.7% | +3.4% | -25.1% | -22.7% |
| 6M | +3.5% | +22.7% | -19.1% | -6.0% |
| YTD | +141.9% | +24.5% | +117.4% | +113.9% |
| 1Y | +189.8% | +38.6% | +151.2% | +142.0% |
| 3Y | +855.4% | +71.5% | +783.9% | +598.5% |
| All | +855.4% | +68.8% | +786.5% | +598.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling