+44.7%
EXPE vs MULL
+1,351.1%
-1,306.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +24.0% | -21.7% | +1.4% |
| 7D | -17.8% | -2.5% | -15.2% | -17.9% |
| 30D | -3.2% | -40.1% | +36.8% | -2.1% |
| 3M | -19.0% | -28.2% | +9.2% | -19.0% |
| 6M | +17.7% | -39.6% | +57.3% | +12.4% |
| YTD | -7.8% | +262.6% | -270.4% | -30.2% |
| 1Y | -1.4% | +366.2% | -367.5% | -28.7% |
| All | +44.7% | +1,351.1% | -1,306.4% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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