+8,310.1%
MTB vs EXPD
+30,859.1%
-22,549.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.7% | -1.1% | +2.9% | +2.0% |
| 30D | -4.2% | +4.1% | -8.3% | -5.2% |
| 3M | +8.9% | +17.9% | -9.0% | +4.2% |
| 6M | +10.9% | +29.2% | -18.4% | +3.3% |
| YTD | +21.5% | +27.4% | -5.9% | +13.2% |
| 1Y | +21.9% | +56.8% | -34.9% | +7.2% |
| 3Y | +109.2% | +68.0% | +41.2% | +79.9% |
| 5Y | +102.0% | +61.9% | +40.1% | +73.7% |
| 10Y | +171.9% | +316.0% | -144.1% | +86.6% |
| All | +8,310.1% | +30,859.1% | -22,549.0% | +3,850.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling