+50.0%
EXPE vs MTUM
+9.7%
+40.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.0% | +12.5% | +10.3% |
| 7D | +14.6% | -10.1% | +24.7% | +13.6% |
| 30D | +21.4% | -15.6% | +37.0% | +20.2% |
| 3M | +1.4% | -12.7% | +14.1% | +0.5% |
| 6M | +28.6% | -3.7% | +32.3% | +18.4% |
| YTD | +12.1% | +9.4% | +2.7% | -4.2% |
| 1Y | +50.0% | +10.2% | +39.8% | +27.8% |
| All | +50.0% | +9.7% | +40.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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