-1.4%
EXPE vs MTB
+20.0%
-21.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -17.8% | -2.0% | -15.8% | -16.3% |
| 30D | -3.2% | +0.1% | -3.4% | -2.8% |
| 3M | -19.0% | -12.1% | -6.9% | -11.7% |
| 6M | +17.7% | +7.3% | +10.4% | +12.6% |
| YTD | -7.8% | +11.5% | -19.3% | -18.0% |
| 1Y | -1.4% | +21.3% | -22.6% | -23.4% |
| All | -1.4% | +20.0% | -21.4% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling