+66.0%
EXPE vs MULL
+2,561.4%
-2,495.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.8% | -13.5% | -2.2% |
| 7D | -9.5% | +17.3% | -26.8% | -10.2% |
| 30D | -6.6% | +23.5% | -30.1% | -7.7% |
| 3M | +31.4% | -24.0% | +55.4% | +28.9% |
| 6M | +35.2% | +276.7% | -241.6% | +9.9% |
| YTD | +5.8% | +565.1% | -559.3% | -21.1% |
| 1Y | +38.7% | +2,802.6% | -2,763.9% | -18.9% |
| All | +66.0% | +2,561.4% | -2,495.3% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling