+62.7%
MTB vs EXPD
+55.6%
+7.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.1% |
| 7D | -1.3% | -7.2% | +5.8% | +1.4% |
| 30D | +0.5% | -3.3% | +3.8% | +1.7% |
| 3M | -12.4% | +3.4% | -15.8% | -13.7% |
| 6M | +1.5% | +22.7% | -21.2% | -6.7% |
| YTD | +10.3% | +24.5% | -14.2% | -0.2% |
| 1Y | +22.2% | +38.6% | -16.5% | +5.5% |
| 3Y | +96.9% | +71.5% | +25.4% | +51.6% |
| All | +62.7% | +55.6% | +7.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 5y: compounded portfolio wealth divided by compounded EXPD 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…
5y analysis · Full analysis span regression · 6 months rolling