+178.5%
EXE vs MDY
+59.6%
+118.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +8.5% | -1.5% | +9.9% | +9.4% |
| 3M | +5.5% | +0.8% | +4.7% | +4.6% |
| 6M | -5.9% | +7.4% | -13.3% | -11.2% |
| YTD | -9.7% | +15.2% | -24.9% | -19.2% |
| 1Y | +3.6% | +16.5% | -13.0% | -8.1% |
| 3Y | +18.0% | +46.8% | -28.8% | -13.8% |
| 5Y | +109.4% | +46.0% | +63.4% | +50.8% |
| All | +178.5% | +59.6% | +118.9% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling