+160.0%
EXPE vs MTUM
+357.8%
-197.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.5% |
| 7D | -5.8% | +0.7% | -6.5% | -6.4% |
| 30D | -13.6% | -2.4% | -11.2% | -12.4% |
| 3M | +25.2% | -3.6% | +28.8% | +24.7% |
| 6M | +22.3% | +23.7% | -1.3% | -3.1% |
| YTD | -0.3% | +22.9% | -23.2% | -20.9% |
| 1Y | +27.8% | +21.8% | +6.0% | +2.2% |
| 3Y | +162.4% | +114.4% | +48.0% | +27.2% |
| 5Y | +95.8% | +79.6% | +16.3% | +10.3% |
| All | +160.0% | +357.8% | -197.8% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling