+20.5%
EXE vs MTB
+105.4%
-84.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.5% | -2.0% | +3.5% | +1.9% |
| 30D | -0.2% | +0.1% | -0.3% | -0.3% |
| 3M | -9.2% | -12.1% | +2.9% | -6.8% |
| 6M | -7.2% | +7.3% | -14.5% | -9.0% |
| YTD | -18.3% | +11.5% | -29.8% | -20.9% |
| 1Y | -23.6% | +21.3% | -44.9% | -27.7% |
| All | +20.5% | +105.4% | -84.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling