+158.0%
EXPE vs MTB
+172.8%
-14.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -11.5% | +1.1% | -12.6% | -12.1% |
| 30D | -13.1% | -4.6% | -8.4% | -10.6% |
| 3M | +18.1% | +6.3% | +11.9% | +13.9% |
| 6M | +13.3% | +15.6% | -2.3% | +3.7% |
| YTD | -3.2% | +20.6% | -23.8% | -13.7% |
| 1Y | +26.1% | +22.5% | +3.6% | +11.5% |
| 3Y | +151.7% | +114.4% | +37.3% | +58.2% |
| 5Y | +88.3% | +101.9% | -13.5% | +18.5% |
| 10Y | +158.0% | +170.4% | -12.4% | +38.6% |
| All | +158.0% | +172.8% | -14.8% | +38.6% |
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