+44.3%
EXPE vs MTB
+65.0%
-20.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -17.8% | -2.0% | -15.8% | -16.6% |
| 30D | -3.2% | +0.1% | -3.4% | -3.0% |
| 3M | -19.0% | -12.1% | -6.9% | -12.2% |
| 6M | +17.7% | +7.3% | +10.4% | +13.0% |
| YTD | -7.8% | +11.5% | -19.3% | -13.8% |
| 1Y | -1.4% | +21.3% | -22.6% | -12.2% |
| 3Y | +121.9% | +104.1% | +17.8% | +44.2% |
| 5Y | +44.3% | +61.8% | -17.6% | +4.5% |
| All | +44.3% | +65.0% | -20.7% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling