+20.3%
EXE vs MDY
+48.7%
-28.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -0.4% | -3.9% | +3.5% | +1.3% |
| 3M | +9.5% | 0.0% | +9.5% | +9.2% |
| 6M | -9.3% | +8.5% | -17.9% | -13.5% |
| YTD | -10.9% | +13.2% | -24.1% | -17.2% |
| 1Y | +4.3% | +15.0% | -10.7% | -4.0% |
| All | +20.3% | +48.7% | -28.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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