+153.4%
EXE vs MTB
+83.4%
+70.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +5.3% | +1.5% | +3.8% | +4.8% |
| 30D | -2.2% | +2.3% | -4.5% | -3.0% |
| 3M | -5.9% | -12.1% | +6.2% | -1.9% |
| 6M | -5.7% | +9.8% | -15.5% | -9.1% |
| YTD | -17.8% | +12.0% | -29.8% | -21.8% |
| 1Y | -23.1% | +22.0% | -45.2% | -29.1% |
| 3Y | +21.2% | +107.6% | -86.4% | -11.4% |
| 5Y | +78.8% | +61.9% | +17.0% | +38.1% |
| All | +153.4% | +83.4% | +70.1% | +81.7% |
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