+175.5%
EXE vs MTB
+98.2%
+77.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -0.8% | -4.6% | +3.8% | +0.7% |
| 3M | +10.0% | +7.4% | +2.6% | +7.1% |
| 6M | -6.3% | +18.7% | -25.0% | -12.2% |
| YTD | -10.7% | +21.1% | -31.7% | -17.1% |
| 1Y | +2.7% | +24.1% | -21.4% | -5.6% |
| 3Y | +19.1% | +115.3% | -96.2% | -13.9% |
| 5Y | +105.4% | +106.0% | -0.6% | +43.8% |
| All | +175.5% | +98.2% | +77.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling