+91.1%
EXPE vs MTB
+102.5%
-11.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.5% |
| 7D | -9.8% | +2.8% | -12.5% | -11.2% |
| 30D | -11.5% | -4.2% | -7.3% | -9.3% |
| 3M | +21.7% | +7.8% | +13.9% | +16.4% |
| 6M | +10.4% | +14.8% | -4.4% | +1.5% |
| YTD | -2.5% | +20.8% | -23.3% | -13.1% |
| 1Y | +27.3% | +23.1% | +4.2% | +12.3% |
| 3Y | +153.5% | +114.8% | +38.7% | +62.0% |
| 5Y | +91.1% | +103.3% | -12.2% | +30.3% |
| All | +91.1% | +102.5% | -11.4% | +30.3% |
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