+26.1%
EXPE vs MULL
+2,529.3%
-2,503.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.7% |
| 7D | -11.5% | +14.8% | -26.3% | -11.4% |
| 30D | -13.1% | +36.6% | -49.6% | -12.8% |
| 3M | +18.1% | -8.9% | +27.0% | +17.4% |
| 6M | +13.3% | +311.9% | -298.7% | +4.2% |
| YTD | -3.2% | +579.8% | -583.1% | -13.6% |
| 1Y | +26.1% | +2,421.5% | -2,395.4% | +2.2% |
| All | +26.1% | +2,529.3% | -2,503.2% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling