-30.7%
MUZ vs EXPD
+14.5%
-45.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -4.5% | +38.4% | +27.7% |
| 7D | +79.0% | -4.8% | +83.8% | +69.7% |
| 30D | +104.4% | -1.5% | +105.9% | +97.9% |
| 3M | +27.0% | +4.1% | +22.8% | +31.4% |
| All | -30.7% | +14.5% | -45.2% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling