+391.9%
EXPE vs MTUM
+608.1%
-216.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.1% | -8.9% |
| 7D | -9.8% | +4.1% | -13.9% | -12.8% |
| 30D | -11.5% | -0.2% | -11.3% | -11.8% |
| 3M | +21.7% | -1.9% | +23.6% | +19.3% |
| 6M | +10.4% | +28.1% | -17.7% | -16.8% |
| YTD | -2.5% | +23.6% | -26.1% | -24.2% |
| 1Y | +27.3% | +26.1% | +1.2% | -3.0% |
| 3Y | +153.5% | +116.8% | +36.7% | +15.2% |
| 5Y | +91.1% | +80.0% | +11.1% | +3.3% |
| 10Y | +153.1% | +346.4% | -193.3% | -50.7% |
| All | +391.9% | +608.1% | -216.2% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling