+20.7%
EXE vs MTB
+118.5%
-97.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.8% | +2.8% | -4.6% | -2.4% |
| 30D | +6.4% | -4.2% | +10.6% | +7.3% |
| 3M | +9.2% | +7.8% | +1.5% | +7.2% |
| 6M | -7.0% | +14.8% | -21.8% | -10.3% |
| YTD | -9.5% | +20.8% | -30.2% | -13.9% |
| 1Y | +6.2% | +23.1% | -16.9% | +0.3% |
| 3Y | +20.7% | +114.8% | -94.1% | -3.8% |
| All | +20.7% | +118.5% | -97.8% | -3.8% |
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